bwght = cigs
|
|
- Damian Norris
- 5 years ago
- Views:
Transcription
1 EEP 118 / IAS 118 Elisabeth Sadoulet ad Daley Kutzma Uiversity of Califoria at Berkeley Fall 013 Itroductory Applied Ecoometrics Midterm examiatio Scores add up to 50 (5 poits for each sub-questio) Your ame: SID: 1. (5 poits) Usig data o birth weights, we estimated the followig two models: bwght = cigs R =0.03 =1388 (0.6) (0.09) bwght = cigs famic (1.0) (0.09) (0.03) R =0.03 =1388 where bwght is birth weight (i ouces), cigs is the umber of cigarettes smoked daily durig pregacy ad famic is 1988 family icome, i $1000. How does the itroductio of the variable famic affect the estimated parameter o cigs? What ca you ifer about the correlatio betwee famic ad cigs? Justify your respose.
2 . (5 poits) Below are summary statistics for the GPAs of a sample of 101 studets from Michiga State Uiversity. The dea of MSU, Lou Aa Simo, firmly believes that the true average GPA of her uiversity is 3.1 ad your sample below is a iaccurate represetatio. Should you be skeptical of Lou Aa s claim? Support your opiio with a hypothesis test at the 5% sigificace level. Variable Obs Mea Std. Dev. Mi Max colgpa (10 poits) Usig a small sample of households from Nicaragua, we estimate the relatioship betwee the log of eergy expediture (leergyexp) ad the log of household total expediture per capita (ltotexppc), household size (hhsize), ad whether the household ows a stove (stove).. regress leergyexp ltotexppc lhhsize stove Source SS df MS Number of obs = F( 3, 170) = Model Prob > F = Residual R-squared = Adj R-squared = Total Root MSE = leergyexp Coef. Std. Err. t P> t [95% Cof. Iterval] ltotexppc lhhsize stove _cos a. What is the p-value for the test that havig a stove has o effect o the cosumptio of eergy? Iterpret your results. b. Calculate ad iterpret the R-squared for this estimatio.
3 4. (15 poits) You have = 40 quarterly observatios o the imports M of a coutry, a idex of import prices P M, ad real aggregate icome GDP. Addig dummy variables Q,Q3, ad Q4 for the d, 3 rd, ad 4 th quarters of the year, you estimate the model: log M = β 0 + β 1 log P M + β loggdp + β 3 Q + β 4 Q3+ β 5 Q4 + u ad fid the followig results: log M = log PM +1.45logGDP +.15Q +.10Q3+.40Q4 (0.13) (0.1) (.10) (.05) (.1) (a) Costruct a 95% cofidece iterval for β 1. Iterpret. R = 0.53, = 40 (b) Test the hypothesis β = 1 agaist β 1 at the 5% sigificace level. Iterpret this result i ecoomic terms. (c) Why is a first quarter Q1 dummy variable ot icluded i the model? Iterpret the estimated parameters o Q,Q3, ad Q4.
4 5. (15 poits) Usig data for the US gasolie market betwee 1960 ad 1999, we estimated the followig model:. regress lg lic lpriceg lprewcar lprusedcar Source SS df MS Number of obs = F( 4, 35) = Model Prob > F = Residual R-squared = Adj R-squared = Total Root MSE =.0638 lg Coef. Std. Err. t P> t [95% Cof. Iterval] lic lpriceg lprewcar lprusedcar _cos where: lg=log(total US gasolie cosumptio per capita), lic = log(icome per capita), lpriceg = log(gasolie price), lprewcar = log(price of ew cars), ad lprusedcar = log(price of old cars) a. Suppose the govermet imposes a tax o gasolie that iduces a price icrease of 15%. What would be the effect o gasolie cosumptio? b. Is the cosumptio of gasolie iflueced by the price of ew cars ad the price of used cars, whe you cosider them oe at a time? Justify your respose. c. We ow estimate the model without the prices of ew ad used cars (See table o the last page). Comparig the two estimated models, would you say that the cosumptio of gasolie is iflueced by the prices of cars, ew or used, cosidered together? (Do a joit test of sigificace o the two parameters).
5 Statistics Formulae Covariace betwee two variables i a populatio: cov x, y cov( a 1 x + b 1, a y + b ) = a 1 a cov( x, y) ( ) = a var x + b var y + abcov(x, y) var ax + by Variace for the differece i meas of two idepedet samples: var ( x 1 x ) = var ( x 1 ) + var ( x ) ( ) = 1 ( x i x )( y i y ) Whe y is a biary variable with probability prob(y = 1) = p, its variace is p (1 p) OLS estimator ˆβ 1 = cov ( x, y ) var x with var ( ˆβ1 ) = σ SST x For multiple regressio: var ( ˆβ j ) = ( ) σ ( ) SST j 1 R j SST = y i y, SSE = ŷ i y, ad SSR = û i Test statistics: ( ) F statistic for q restrictios i a regressio doe with observatios ad k exogeous variables: R ( UR R R ) q ~ F q, k 1 ( 1 R UR ) ( k 1) ( ) i Table for questio 5c. regress lg lic lpriceg Source SS df MS Number of obs = F(, 37) = Model Prob > F = Residual R-squared = Adj R-squared = Total Root MSE =.0914 lg Coef. Std. Err. t P> t [95% Cof. Iterval] lic lpriceg _cos
1 Constructing and Interpreting a Confidence Interval
Itroductory Applied Ecoometrics EEP/IAS 118 Sprig 2014 WARM UP: Match the terms i the table with the correct formula: Adrew Crae-Droesch Sectio #6 5 March 2014 ˆ Let X be a radom variable with mea µ ad
More information1 Constructing and Interpreting a Confidence Interval
Itroductory Applied Ecoometrics EEP/IAS 118 Sprig 2014 WARM UP: Match the terms i the table with the correct formula: Adrew Crae-Droesch Sectio #6 5 March 2014 ˆ Let X be a radom variable with mea µ ad
More informationST 305: Exam 3 ( ) = P(A)P(B A) ( ) = P(A) + P(B) ( ) = 1 P( A) ( ) = P(A) P(B) σ X 2 = σ a+bx. σ ˆp. σ X +Y. σ X Y. σ X. σ Y. σ n.
ST 305: Exam 3 By hadig i this completed exam, I state that I have either give or received assistace from aother perso durig the exam period. I have used o resources other tha the exam itself ad the basic
More informationEconomics 326 Methods of Empirical Research in Economics. Lecture 18: The asymptotic variance of OLS and heteroskedasticity
Ecoomics 326 Methods of Empirical Research i Ecoomics Lecture 8: The asymptotic variace of OLS ad heteroskedasticity Hiro Kasahara Uiversity of British Columbia December 24, 204 Asymptotic ormality I I
More information1 Models for Matched Pairs
1 Models for Matched Pairs Matched pairs occur whe we aalyse samples such that for each measuremet i oe of the samples there is a measuremet i the other sample that directly relates to the measuremet i
More informationUNIVERSITY OF TORONTO Faculty of Arts and Science APRIL/MAY 2009 EXAMINATIONS ECO220Y1Y PART 1 OF 2 SOLUTIONS
PART of UNIVERSITY OF TORONTO Faculty of Arts ad Sciece APRIL/MAY 009 EAMINATIONS ECO0YY PART OF () The sample media is greater tha the sample mea whe there is. (B) () A radom variable is ormally distributed
More informationUniversity of California, Los Angeles Department of Statistics. Simple regression analysis
Uiversity of Califoria, Los Ageles Departmet of Statistics Statistics 100C Istructor: Nicolas Christou Simple regressio aalysis Itroductio: Regressio aalysis is a statistical method aimig at discoverig
More informationSIMPLE LINEAR REGRESSION AND CORRELATION ANALYSIS
SIMPLE LINEAR REGRESSION AND CORRELATION ANALSIS INTRODUCTION There are lot of statistical ivestigatio to kow whether there is a relatioship amog variables Two aalyses: (1) regressio aalysis; () correlatio
More informationLecture 11 Simple Linear Regression
Lecture 11 Simple Liear Regressio Fall 2013 Prof. Yao Xie, yao.xie@isye.gatech.edu H. Milto Stewart School of Idustrial Systems & Egieerig Georgia Tech Midterm 2 mea: 91.2 media: 93.75 std: 6.5 2 Meddicorp
More informationUniversity of California at Berkeley Fall Introductory Applied Econometrics Final examination. Scores add up to 125 points
EEP 118 / IAS 118 Elisabeth Sadoulet and Kelly Jones University of California at Berkeley Fall 2008 Introductory Applied Econometrics Final examination Scores add up to 125 points Your name: SID: 1 1.
More informationProblem Set #3-Key. wage Coef. Std. Err. t P> t [95% Conf. Interval]
Problem Set #3-Key Sonoma State University Economics 317- Introduction to Econometrics Dr. Cuellar 1. Use the data set Wage1.dta to answer the following questions. a. For the regression model Wage i =
More informationLinear Regression Models
Liear Regressio Models Dr. Joh Mellor-Crummey Departmet of Computer Sciece Rice Uiversity johmc@cs.rice.edu COMP 528 Lecture 9 15 February 2005 Goals for Today Uderstad how to Use scatter diagrams to ispect
More informationProperties and Hypothesis Testing
Chapter 3 Properties ad Hypothesis Testig 3.1 Types of data The regressio techiques developed i previous chapters ca be applied to three differet kids of data. 1. Cross-sectioal data. 2. Time series data.
More informationTABLES AND FORMULAS FOR MOORE Basic Practice of Statistics
TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics Explorig Data: Distributios Look for overall patter (shape, ceter, spread) ad deviatios (outliers). Mea (use a calculator): x = x 1 + x 2 + +
More informationStat 139 Homework 7 Solutions, Fall 2015
Stat 139 Homework 7 Solutios, Fall 2015 Problem 1. I class we leared that the classical simple liear regressio model assumes the followig distributio of resposes: Y i = β 0 + β 1 X i + ɛ i, i = 1,...,,
More informationFinal Examination Solutions 17/6/2010
The Islamic Uiversity of Gaza Faculty of Commerce epartmet of Ecoomics ad Political Scieces A Itroductio to Statistics Course (ECOE 30) Sprig Semester 009-00 Fial Eamiatio Solutios 7/6/00 Name: I: Istructor:
More informationUniversity of California, Los Angeles Department of Statistics. Practice problems - simple regression 2 - solutions
Uiversity of Califoria, Los Ageles Departmet of Statistics Statistics 00C Istructor: Nicolas Christou EXERCISE Aswer the followig questios: Practice problems - simple regressio - solutios a Suppose y,
More informationQuestion 1: Exercise 8.2
Questio 1: Exercise 8. (a) Accordig to the regressio results i colum (1), the house price is expected to icrease by 1% ( 100% 0.0004 500 ) with a additioal 500 square feet ad other factors held costat.
More informationSection 14. Simple linear regression.
Sectio 14 Simple liear regressio. Let us look at the cigarette dataset from [1] (available to dowload from joural s website) ad []. The cigarette dataset cotais measuremets of tar, icotie, weight ad carbo
More informationMaximum Likelihood Estimation
Chapter 9 Maximum Likelihood Estimatio 9.1 The Likelihood Fuctio The maximum likelihood estimator is the most widely used estimatio method. This chapter discusses the most importat cocepts behid maximum
More informationCommon Large/Small Sample Tests 1/55
Commo Large/Small Sample Tests 1/55 Test of Hypothesis for the Mea (σ Kow) Covert sample result ( x) to a z value Hypothesis Tests for µ Cosider the test H :μ = μ H 1 :μ > μ σ Kow (Assume the populatio
More informationTMA4245 Statistics. Corrected 30 May and 4 June Norwegian University of Science and Technology Department of Mathematical Sciences.
Norwegia Uiversity of Sciece ad Techology Departmet of Mathematical Scieces Corrected 3 May ad 4 Jue Solutios TMA445 Statistics Saturday 6 May 9: 3: Problem Sow desity a The probability is.9.5 6x x dx
More informationSimple Linear Regression
Simple Liear Regressio 1. Model ad Parameter Estimatio (a) Suppose our data cosist of a collectio of pairs (x i, y i ), where x i is a observed value of variable X ad y i is the correspodig observatio
More informationRegression, Inference, and Model Building
Regressio, Iferece, ad Model Buildig Scatter Plots ad Correlatio Correlatio coefficiet, r -1 r 1 If r is positive, the the scatter plot has a positive slope ad variables are said to have a positive relatioship
More informationCorrelation and Covariance
Correlatio ad Covariace Tom Ilveto FREC 9 What is Next? Correlatio ad Regressio Regressio We specify a depedet variable as a liear fuctio of oe or more idepedet variables, based o co-variace Regressio
More informationInferential Statistics. Inference Process. Inferential Statistics and Probability a Holistic Approach. Inference Process.
Iferetial Statistics ad Probability a Holistic Approach Iferece Process Chapter 8 Poit Estimatio ad Cofidece Itervals This Course Material by Maurice Geraghty is licesed uder a Creative Commos Attributio-ShareAlike
More informationIsmor Fischer, 1/11/
Ismor Fischer, //04 7.4-7.4 Problems. I Problem 4.4/9, it was show that importat relatios exist betwee populatio meas, variaces, ad covariace. Specifically, we have the formulas that appear below left.
More informationThis chapter focuses on two experimental designs that are crucial to comparative studies: (1) independent samples and (2) matched pair samples.
Chapter 9 & : Comparig Two Treatmets: This chapter focuses o two eperimetal desigs that are crucial to comparative studies: () idepedet samples ad () matched pair samples Idepedet Radom amples from Two
More informationChapter 13, Part A Analysis of Variance and Experimental Design
Slides Prepared by JOHN S. LOUCKS St. Edward s Uiversity Slide 1 Chapter 13, Part A Aalysis of Variace ad Eperimetal Desig Itroductio to Aalysis of Variace Aalysis of Variace: Testig for the Equality of
More informationTABLES AND FORMULAS FOR MOORE Basic Practice of Statistics
TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics Explorig Data: Distributios Look for overall patter (shape, ceter, spread) ad deviatios (outliers). Mea (use a calculator): x = x 1 + x 2 + +
More informationECON3150/4150 Spring 2016
ECON3150/4150 Spring 2016 Lecture 6 Multiple regression model Siv-Elisabeth Skjelbred University of Oslo February 5th Last updated: February 3, 2016 1 / 49 Outline Multiple linear regression model and
More informationUniversity of California, Los Angeles Department of Statistics. Hypothesis testing
Uiversity of Califoria, Los Ageles Departmet of Statistics Statistics 100B Elemets of a hypothesis test: Hypothesis testig Istructor: Nicolas Christou 1. Null hypothesis, H 0 (claim about µ, p, σ 2, µ
More informationFirst, note that the LS residuals are orthogonal to the regressors. X Xb X y = 0 ( normal equations ; (k 1) ) So,
0 2. OLS Part II The OLS residuals are orthogoal to the regressors. If the model icludes a itercept, the orthogoality of the residuals ad regressors gives rise to three results, which have limited practical
More informationMathacle. PSet Stats, Concepts In Statistics Level Number Name: Date:
PSet ----- Stats, Cocepts I Statistics 7.3. Cofidece Iterval for a Mea i Oe Sample [MATH] The Cetral Limit Theorem. Let...,,, be idepedet, idetically distributed (i.i.d.) radom variables havig mea µ ad
More information3/3/2014. CDS M Phil Econometrics. Types of Relationships. Types of Relationships. Types of Relationships. Vijayamohanan Pillai N.
3/3/04 CDS M Phil Old Least Squares (OLS) Vijayamohaa Pillai N CDS M Phil Vijayamoha CDS M Phil Vijayamoha Types of Relatioships Oly oe idepedet variable, Relatioship betwee ad is Liear relatioships Curviliear
More informationTopic 10: Introduction to Estimation
Topic 0: Itroductio to Estimatio Jue, 0 Itroductio I the simplest possible terms, the goal of estimatio theory is to aswer the questio: What is that umber? What is the legth, the reactio rate, the fractio
More information1 Inferential Methods for Correlation and Regression Analysis
1 Iferetial Methods for Correlatio ad Regressio Aalysis I the chapter o Correlatio ad Regressio Aalysis tools for describig bivariate cotiuous data were itroduced. The sample Pearso Correlatio Coefficiet
More information[ ] ( ) ( ) [ ] ( ) 1 [ ] [ ] Sums of Random Variables Y = a 1 X 1 + a 2 X 2 + +a n X n The expected value of Y is:
PROBABILITY FUNCTIONS A radom variable X has a probabilit associated with each of its possible values. The probabilit is termed a discrete probabilit if X ca assume ol discrete values, or X = x, x, x 3,,
More informationEconomics 326 Methods of Empirical Research in Economics. Lecture 8: Multiple regression model
Ecoomics 326 Methods of Empirical Research i Ecoomics Lecture 8: Multiple regressio model Hiro Kasahara Uiversity of British Columbia December 24, 2014 Why we eed a multiple regressio model I There are
More informationMidterm 2 ECO3151. Winter 2012
Name: Studet Number: Midterm 2 ECO3151 Witer 2012 Istructios: 1. Prit your ame ad studet umber at the top of this midterm 2. No programmable calculators 3. You ca aswer i pecil or pe 4. This midterm cosists
More informationINTRODUCTORY MATHEMATICS AND STATISTICS FOR ECONOMISTS
UNIVERSITY OF EAST ANGLIA School of Ecoomics Mai Series UG Examiatio 04-5 INTRODUCTORY MATHEMATICS AND STATISTICS FOR ECONOMISTS ECO-400Y Time allowed: 3 hours Aswer ALL questios. Show all workig icludig
More informationSolutions to Odd-Numbered End-of-Chapter Exercises: Chapter 9
Itroductio to Ecoometrics (3 rd Updated Editio) by James H. Stock ad Mark W. Watso Solutios to Odd-Numbered Ed-of-Chapter Exercises: Chapter 9 (This versio July 0, 04) Stock/Watso - Itroductio to Ecoometrics
More informationGrant MacEwan University STAT 252 Dr. Karen Buro Formula Sheet
Grat MacEwa Uiversity STAT 5 Dr. Kare Buro Formula Sheet Descriptive Statistics Sample Mea: x = x i i= Sample Variace: s = i= (x i x) = Σ i=x i (Σ i= x i) Sample Stadard Deviatio: s = Sample Variace =
More informationMidtermII Review. Sta Fall Office Hours Wednesday 12:30-2:30pm Watch linear regression videos before lab on Thursday
Aoucemets MidtermII Review Sta 101 - Fall 2016 Duke Uiversity, Departmet of Statistical Sciece Office Hours Wedesday 12:30-2:30pm Watch liear regressio videos before lab o Thursday Dr. Abrahamse Slides
More informationSTP 226 EXAMPLE EXAM #1
STP 226 EXAMPLE EXAM #1 Istructor: Hoor Statemet: I have either give or received iformatio regardig this exam, ad I will ot do so util all exams have bee graded ad retured. PRINTED NAME: Siged Date: DIRECTIONS:
More informationEXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY
EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY HIGHER CERTIFICATE IN STATISTICS, 017 MODULE 4 : Liear models Time allowed: Oe ad a half hours Cadidates should aswer THREE questios. Each questio carries
More informationWorksheet 23 ( ) Introduction to Simple Linear Regression (continued)
Worksheet 3 ( 11.5-11.8) Itroductio to Simple Liear Regressio (cotiued) This worksheet is a cotiuatio of Discussio Sheet 3; please complete that discussio sheet first if you have ot already doe so. This
More information(all terms are scalars).the minimization is clearer in sum notation:
7 Multiple liear regressio: with predictors) Depedet data set: y i i = 1, oe predictad, predictors x i,k i = 1,, k = 1, ' The forecast equatio is ŷ i = b + Use matrix otatio: k =1 b k x ik Y = y 1 y 1
More informationAssessment and Modeling of Forests. FR 4218 Spring Assignment 1 Solutions
Assessmet ad Modelig of Forests FR 48 Sprig Assigmet Solutios. The first part of the questio asked that you calculate the average, stadard deviatio, coefficiet of variatio, ad 9% cofidece iterval of the
More informationRandom Variables, Sampling and Estimation
Chapter 1 Radom Variables, Samplig ad Estimatio 1.1 Itroductio This chapter will cover the most importat basic statistical theory you eed i order to uderstad the ecoometric material that will be comig
More informationComparing Two Populations. Topic 15 - Two Sample Inference I. Comparing Two Means. Comparing Two Pop Means. Background Reading
Topic 15 - Two Sample Iferece I STAT 511 Professor Bruce Craig Comparig Two Populatios Research ofte ivolves the compariso of two or more samples from differet populatios Graphical summaries provide visual
More informationS Y Y = ΣY 2 n. Using the above expressions, the correlation coefficient is. r = SXX S Y Y
1 Sociology 405/805 Revised February 4, 004 Summary of Formulae for Bivariate Regressio ad Correlatio Let X be a idepedet variable ad Y a depedet variable, with observatios for each of the values of these
More informationContinuous Data that can take on any real number (time/length) based on sample data. Categorical data can only be named or categorised
Questio 1. (Topics 1-3) A populatio cosists of all the members of a group about which you wat to draw a coclusio (Greek letters (μ, σ, Ν) are used) A sample is the portio of the populatio selected for
More information2 1. The r.s., of size n2, from population 2 will be. 2 and 2. 2) The two populations are independent. This implies that all of the n1 n2
Chapter 8 Comparig Two Treatmets Iferece about Two Populatio Meas We wat to compare the meas of two populatios to see whether they differ. There are two situatios to cosider, as show i the followig examples:
More informationTable 1: Mean FEV1 (and sample size) by smoking status and time. FEV (L/sec)
1. A study i the Netherlads followed me ad wome for up to 21 years. At three year itervals, participats aswered questios about respiratory symptoms ad smokig status. Pulmoary fuctio was determied by forced
More informationChapter 1 (Definitions)
FINAL EXAM REVIEW Chapter 1 (Defiitios) Qualitative: Nomial: Ordial: Quatitative: Ordial: Iterval: Ratio: Observatioal Study: Desiged Experimet: Samplig: Cluster: Stratified: Systematic: Coveiece: Simple
More informationCouple of definitions. Hypothesis tests for one parameter. Some Prob/Stat Review. Likewise. Standard normal distribution. Normal distribution
Couple of defiitios Hypothesis tests for oe parameter Stadard ormal distributio z i ~ N(,1) Normal distributio y i ~ N(μ, σ ) Normal ca always be tured ito a stadard ormal by subtractig mea ad dividig
More informationAgreement of CI and HT. Lecture 13 - Tests of Proportions. Example - Waiting Times
Sigificace level vs. cofidece level Agreemet of CI ad HT Lecture 13 - Tests of Proportios Sta102 / BME102 Coli Rudel October 15, 2014 Cofidece itervals ad hypothesis tests (almost) always agree, as log
More informationINSTRUCTIONS (A) 1.22 (B) 0.74 (C) 4.93 (D) 1.18 (E) 2.43
PAPER NO.: 444, 445 PAGE NO.: Page 1 of 1 INSTRUCTIONS I. You have bee provided with: a) the examiatio paper i two parts (PART A ad PART B), b) a multiple choice aswer sheet (for PART A), c) selected formulae
More informationUnit 6 Estimation Week #10 - Practice Problems SOLUTIONS
PubHlth 540 Itroductory Biostatistics Page of 7 Uit 6 Estimatio Week #0 - Practice Problems SOLUTIONS. A etomologist samples a field for egg masses of a harmful isect by placig a yardsquare frame at radom
More informationCorrelation Regression
Correlatio Regressio While correlatio methods measure the stregth of a liear relatioship betwee two variables, we might wish to go a little further: How much does oe variable chage for a give chage i aother
More informationOverview. p 2. Chapter 9. Pooled Estimate of. q = 1 p. Notation for Two Proportions. Inferences about Two Proportions. Assumptions
Chapter 9 Slide Ifereces from Two Samples 9- Overview 9- Ifereces about Two Proportios 9- Ifereces about Two Meas: Idepedet Samples 9-4 Ifereces about Matched Pairs 9-5 Comparig Variatio i Two Samples
More informationLecture 22: Review for Exam 2. 1 Basic Model Assumptions (without Gaussian Noise)
Lecture 22: Review for Exam 2 Basic Model Assumptios (without Gaussia Noise) We model oe cotiuous respose variable Y, as a liear fuctio of p umerical predictors, plus oise: Y = β 0 + β X +... β p X p +
More informationSimple Random Sampling!
Simple Radom Samplig! Professor Ro Fricker! Naval Postgraduate School! Moterey, Califoria! Readig:! 3/26/13 Scheaffer et al. chapter 4! 1 Goals for this Lecture! Defie simple radom samplig (SRS) ad discuss
More informationSimple Regression. Acknowledgement. These slides are based on presentations created and copyrighted by Prof. Daniel Menasce (GMU) CS 700
Simple Regressio CS 7 Ackowledgemet These slides are based o presetatios created ad copyrighted by Prof. Daiel Measce (GMU) Basics Purpose of regressio aalysis: predict the value of a depedet or respose
More information11 Correlation and Regression
11 Correlatio Regressio 11.1 Multivariate Data Ofte we look at data where several variables are recorded for the same idividuals or samplig uits. For example, at a coastal weather statio, we might record
More informationGood luck! School of Business and Economics. Business Statistics E_BK1_BS / E_IBA1_BS. Date: 25 May, Time: 12:00. Calculator allowed:
School of Busiess ad Ecoomics Exam: Code: Examiator: Co-reader: Busiess Statistics E_BK_BS / E_IBA_BS dr. R. Heijugs dr. G.J. Frax Date: 5 May, 08 Time: :00 Duratio: Calculator allowed: Graphical calculator
More informationStatistics 20: Final Exam Solutions Summer Session 2007
1. 20 poits Testig for Diabetes. Statistics 20: Fial Exam Solutios Summer Sessio 2007 (a) 3 poits Give estimates for the sesitivity of Test I ad of Test II. Solutio: 156 patiets out of total 223 patiets
More informationECON3150/4150 Spring 2016
ECON3150/4150 Spring 2016 Lecture 4 - The linear regression model Siv-Elisabeth Skjelbred University of Oslo Last updated: January 26, 2016 1 / 49 Overview These lecture slides covers: The linear regression
More informationMA Advanced Econometrics: Properties of Least Squares Estimators
MA Advaced Ecoometrics: Properties of Least Squares Estimators Karl Whela School of Ecoomics, UCD February 5, 20 Karl Whela UCD Least Squares Estimators February 5, 20 / 5 Part I Least Squares: Some Fiite-Sample
More informationENGI 4421 Confidence Intervals (Two Samples) Page 12-01
ENGI 44 Cofidece Itervals (Two Samples) Page -0 Two Sample Cofidece Iterval for a Differece i Populatio Meas [Navidi sectios 5.4-5.7; Devore chapter 9] From the cetral limit theorem, we kow that, for sufficietly
More informationIntroduction to Econometrics (3 rd Updated Edition) Solutions to Odd- Numbered End- of- Chapter Exercises: Chapter 3
Itroductio to Ecoometrics (3 rd Updated Editio) by James H. Stock ad Mark W. Watso Solutios to Odd- Numbered Ed- of- Chapter Exercises: Chapter 3 (This versio August 17, 014) 015 Pearso Educatio, Ic. Stock/Watso
More informationStatistics 203 Introduction to Regression and Analysis of Variance Assignment #1 Solutions January 20, 2005
Statistics 203 Itroductio to Regressio ad Aalysis of Variace Assigmet #1 Solutios Jauary 20, 2005 Q. 1) (MP 2.7) (a) Let x deote the hydrocarbo percetage, ad let y deote the oxyge purity. The simple liear
More informationConfidence Interval for Standard Deviation of Normal Distribution with Known Coefficients of Variation
Cofidece Iterval for tadard Deviatio of Normal Distributio with Kow Coefficiets of Variatio uparat Niwitpog Departmet of Applied tatistics, Faculty of Applied ciece Kig Mogkut s Uiversity of Techology
More information5. A formulae page and two tables are provided at the end of Part A of the examination PART A
Istructios: 1. You have bee provided with: (a) this questio paper (Part A ad Part B) (b) a multiple choice aswer sheet (for Part A) (c) Log Aswer Sheet(s) (for Part B) (d) a booklet of tables. (a) I PART
More informationResponse Variable denoted by y it is the variable that is to be predicted measure of the outcome of an experiment also called the dependent variable
Statistics Chapter 4 Correlatio ad Regressio If we have two (or more) variables we are usually iterested i the relatioship betwee the variables. Associatio betwee Variables Two variables are associated
More informationAgenda: Recap. Lecture. Chapter 12. Homework. Chapt 12 #1, 2, 3 SAS Problems 3 & 4 by hand. Marquette University MATH 4740/MSCS 5740
Ageda: Recap. Lecture. Chapter Homework. Chapt #,, 3 SAS Problems 3 & 4 by had. Copyright 06 by D.B. Rowe Recap. 6: Statistical Iferece: Procedures for μ -μ 6. Statistical Iferece Cocerig μ -μ Recall yes
More informationClass 23. Daniel B. Rowe, Ph.D. Department of Mathematics, Statistics, and Computer Science. Marquette University MATH 1700
Class 23 Daiel B. Rowe, Ph.D. Departmet of Mathematics, Statistics, ad Computer Sciece Copyright 2017 by D.B. Rowe 1 Ageda: Recap Chapter 9.1 Lecture Chapter 9.2 Review Exam 6 Problem Solvig Sessio. 2
More informationAlgebra of Least Squares
October 19, 2018 Algebra of Least Squares Geometry of Least Squares Recall that out data is like a table [Y X] where Y collects observatios o the depedet variable Y ad X collects observatios o the k-dimesioal
More informationOpen book and notes. 120 minutes. Cover page and six pages of exam. No calculators.
IE 330 Seat # Ope book ad otes 120 miutes Cover page ad six pages of exam No calculators Score Fial Exam (example) Schmeiser Ope book ad otes No calculator 120 miutes 1 True or false (for each, 2 poits
More informationSection 9.2. Tests About a Population Proportion 12/17/2014. Carrying Out a Significance Test H A N T. Parameters & Hypothesis
Sectio 9.2 Tests About a Populatio Proportio P H A N T O M S Parameters Hypothesis Assess Coditios Name the Test Test Statistic (Calculate) Obtai P value Make a decisio State coclusio Sectio 9.2 Tests
More informationDr. Maddah ENMG 617 EM Statistics 11/26/12. Multiple Regression (2) (Chapter 15, Hines)
Dr Maddah NMG 617 M Statistics 11/6/1 Multiple egressio () (Chapter 15, Hies) Test for sigificace of regressio This is a test to determie whether there is a liear relatioship betwee the depedet variable
More informationRegression. Correlation vs. regression. The parameters of linear regression. Regression assumes... Random sample. Y = α + β X.
Regressio Correlatio vs. regressio Predicts Y from X Liear regressio assumes that the relatioship betwee X ad Y ca be described by a lie Regressio assumes... Radom sample Y is ormally distributed with
More informationEconomics 326 Methods of Empirical Research in Economics. Lecture 14: Hypothesis testing in the multiple regression model, Part 2
Economics 326 Methods of Empirical Research in Economics Lecture 14: Hypothesis testing in the multiple regression model, Part 2 Vadim Marmer University of British Columbia May 5, 2010 Multiple restrictions
More informationLecture 1, Jan 19. i=1 p i = 1.
Lecture 1, Ja 19 Review of the expected value, covariace, correlatio coefficiet, mea, ad variace. Radom variable. A variable that takes o alterative values accordig to chace. More specifically, a radom
More information7-1. Chapter 4. Part I. Sampling Distributions and Confidence Intervals
7-1 Chapter 4 Part I. Samplig Distributios ad Cofidece Itervals 1 7- Sectio 1. Samplig Distributio 7-3 Usig Statistics Statistical Iferece: Predict ad forecast values of populatio parameters... Test hypotheses
More informationOutput Analysis (2, Chapters 10 &11 Law)
B. Maddah ENMG 6 Simulatio Output Aalysis (, Chapters 10 &11 Law) Comparig alterative system cofiguratio Sice the output of a simulatio is radom, the comparig differet systems via simulatio should be doe
More informationKurskod: TAMS11 Provkod: TENB 21 March 2015, 14:00-18:00. English Version (no Swedish Version)
Kurskod: TAMS Provkod: TENB 2 March 205, 4:00-8:00 Examier: Xiagfeg Yag (Tel: 070 2234765). Please aswer i ENGLISH if you ca. a. You are allowed to use: a calculator; formel -och tabellsamlig i matematisk
More informationBHW #13 1/ Cooper. ENGR 323 Probabilistic Analysis Beautiful Homework # 13
BHW # /5 ENGR Probabilistic Aalysis Beautiful Homework # Three differet roads feed ito a particular freeway etrace. Suppose that durig a fixed time period, the umber of cars comig from each road oto the
More informationCEU Department of Economics Econometrics 1, Problem Set 1 - Solutions
CEU Departmet of Ecoomics Ecoometrics, Problem Set - Solutios Part A. Exogeeity - edogeeity The liear coditioal expectatio (CE) model has the followig form: We would like to estimate the effect of some
More informationRecall the study where we estimated the difference between mean systolic blood pressure levels of users of oral contraceptives and non-users, x - y.
Testig Statistical Hypotheses Recall the study where we estimated the differece betwee mea systolic blood pressure levels of users of oral cotraceptives ad o-users, x - y. Such studies are sometimes viewed
More information2. (3.5) (iii) Simply drop one of the independent variables, say leisure: GP A = β 0 + β 1 study + β 2 sleep + β 3 work + u.
BOSTON COLLEGE Department of Economics EC 228 Econometrics, Prof. Baum, Ms. Yu, Fall 2003 Problem Set 3 Solutions Problem sets should be your own work. You may work together with classmates, but if you
More informationCircle the single best answer for each multiple choice question. Your choice should be made clearly.
TEST #1 STA 4853 March 6, 2017 Name: Please read the followig directios. DO NOT TURN THE PAGE UNTIL INSTRUCTED TO DO SO Directios This exam is closed book ad closed otes. There are 32 multiple choice questios.
More informationREGRESSION MODELS ANOVA
REGRESSION MODELS ANOVA 141 Cotiuous Outcome? NO RECAP: Logistic regressio ad other methods YES Liear Regressio Examie mai effects cosiderig predictors of iterest, ad cofouders Test effect modificatio
More informationRead through these prior to coming to the test and follow them when you take your test.
Math 143 Sprig 2012 Test 2 Iformatio 1 Test 2 will be give i class o Thursday April 5. Material Covered The test is cummulative, but will emphasize the recet material (Chapters 6 8, 10 11, ad Sectios 12.1
More informationLINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity
LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 9 Multicolliearity Dr Shalabh Departmet of Mathematics ad Statistics Idia Istitute of Techology Kapur Multicolliearity diagostics A importat questio that
More informationStat 319 Theory of Statistics (2) Exercises
Kig Saud Uiversity College of Sciece Statistics ad Operatios Research Departmet Stat 39 Theory of Statistics () Exercises Refereces:. Itroductio to Mathematical Statistics, Sixth Editio, by R. Hogg, J.
More informationProblem Set 1 ANSWERS
Economics 20 Prof. Patricia M. Anderson Problem Set 1 ANSWERS Part I. Multiple Choice Problems 1. If X and Z are two random variables, then E[X-Z] is d. E[X] E[Z] This is just a simple application of one
More informationUnit 9 Regression and Correlation
BIOSTATS 540 - Fall 05 Regressio ad Correlatio Page of 44 Uit 9 Regressio ad Correlatio Assume that a statistical model such as a liear model is a good first start oly - Gerald va Belle Is higher blood
More informationLinear Regression Analysis. Analysis of paired data and using a given value of one variable to predict the value of the other
Liear Regressio Aalysis Aalysis of paired data ad usig a give value of oe variable to predict the value of the other 5 5 15 15 1 1 5 5 1 3 4 5 6 7 8 1 3 4 5 6 7 8 Liear Regressio Aalysis E: The chirp rate
More information