Question

Consider the following sample regression function (SRF) estimated from a sample of 35 observations (n =...

Consider the following sample regression function (SRF) estimated from a sample of 35 observations (n = 35):

ŷ= 2.09 - 3.67x1+1.91x2-5.04x3

(4.12) (0.34) (1.31) (3.18)

The standard errors are in parentheses. Which of the following is the correct set of the calculated t statistics of these parameter estimates?

MC:

1.The calculated t ratios of coefficient estimates of: x1= -9.426, x2= 3.828; and x3 = -1.291

2.The calculated t ratios of coefficient estimates of: x1= -10.794, x2= 1.458; and x3 = -1.585

3.The calculated t ratios of coefficient estimates of: x1= -15.741, x2= 4.552; and x3 = -1.585

4.The calculated t ratios of coefficient estimates of: x1= -10.794, x2= 1.827; and x3 = -4.76

Homework Answers

Answer #1

The calculated t ratios of coefficient estimates of: x1= -10.794, x2= 1.458; and x3 = -1.585 (2)

[ explanation:-

given data are:-

the test statistics are:-

]

*** if you have any doubt regarding the problem please write it in the comment box.if you are satisfied please give me a LIKE if possible...

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ =...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ = 17.6 + 3.8x1 − 2.3x2 + 7.6x3 + 2.7x4 For this estimated regression equation, SST = 1,805 and SSR = 1,770 a. Find the value of the test statistic. (Round your answer to two decimal places.) _________ b. Suppose variables x1 and x4 are dropped from the model and the following estimated regression equation is obtained. ŷ = 11.1 − 3.6x2 + 8.1x3 Compute...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ =...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ = 18.9 + 3.2x1 − 2.2x2 + 7.8x3 + 2.9x4 (a) Interpret b1 in this estimated regression equation. b1 = 7.8 is an estimate of the change in y corresponding to a 1 unit change in x3 when x1, x2, and x4 are held constant.b1 = 3.2 is an estimate of the change in y corresponding to a 1 unit change in x1 when x2,...
In a regression analysis involving 27 observations, the following estimated regression equation was developed. ŷ =...
In a regression analysis involving 27 observations, the following estimated regression equation was developed. ŷ = 25.2 + 5.5x1 For this estimated regression equation SST = 1,600 and SSE = 550. (a) At α = 0.05, test whether x1 is significant. State the null and alternative hypotheses. H0: β0 = 0 Ha: β0 ≠ 0H0: β0 ≠ 0 Ha: β0 = 0    H0: β1 ≠ 0 Ha: β1 = 0H0: β1 = 0 Ha: β1 ≠ 0 Find the value of...
In a regression analysis involving 27 observations, the following estimated regression equation was developed. ŷ =...
In a regression analysis involving 27 observations, the following estimated regression equation was developed. ŷ = 25.2 + 5.5x1 For this estimated regression equation SST = 1,550 and SSE = 530. (a) At α = 0.05, test whether x1  is significant.State the null and alternative hypotheses. H0: β1 ≠ 0 Ha: β1 = 0 H0: β0 ≠ 0 Ha: β0 = 0    H0: β0 = 0 Ha: β0 ≠ 0 H0: β1 = 0 Ha: β1 ≠ 0 Find the value...
In a regression analysis involving 27 observations, the following estimated regression equation was developed. ŷ =...
In a regression analysis involving 27 observations, the following estimated regression equation was developed. ŷ = 25.2 + 5.5x1 For this estimated regression equation SST = 1,600 and SSE = 550. (a) At α = 0.05, test whether x1is significant.State the null and alternative hypotheses. H0: β0 = 0 Ha: β0 ≠ 0 H0: β0 ≠ 0 Ha: β0 = 0    H0: β1 ≠ 0 Ha: β1 = 0 H0: β1 = 0 Ha: β1 ≠ 0 Find the value...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ =...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ = 17.6 + 3.8x1 − 2.3x2 + 7.6x3 + 2.7x4 For this estimated regression equation, SST = 1,835 and SSR = 1,800. (a)At α = 0.05, test the significance of the relationship among the variables.State the null and alternative hypotheses. -H0: One or more of the parameters is not equal to zero. Ha: β0 = β1 = β2 = β3 = β4 = 0 -H0:...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ =...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ = 17.6 + 3.8x1 − 2.3x2 + 7.6x3 + 2.7x4 For this estimated regression equation, SST = 1,815 and SSR = 1,780. (a) At α = 0.05, test the significance of the relationship among the variables. State the null and alternative hypotheses. H0: β0 = β1 = β2 = β3 = β4 = 0 Ha: One or more of the parameters is not equal to...
6.    Consider the following sample regression results:             Y hat = 15.4 +    2.20 X1   +...
6.    Consider the following sample regression results:             Y hat = 15.4 +    2.20 X1   + 48.14 X2                 R2 = .355                      (6.14)     (.42)          (5.21)            n = 27 The numbers in the parentheses are the estimated standard errors of the sample regression coefficients. 6. (continued) a.    Construct a 95% confidence interval for b1. b.    Is there evidence of a linear relationship between X2   and Y at the 5% level of significance? c.    If you were to use a global test...
Explain the limitations of the linear regression model. [5 marks] Using a sample of 1801 employees,...
Explain the limitations of the linear regression model. [5 marks] Using a sample of 1801 employees, the following earning equation has been estimated:                                (0.135)   (0.008)        (0.007)      (0.036) Where: Y is earnings, x1 is education level,x2 is experience and x3 is female The standard errors are the values in brackets. R2=0.179 Required: Interpret each of the coefficient estimates. [5 marks] At 5% significance level, test the hypothesis that there is no difference in expected earnings between male and female...
You estimate a simple linear regression model using a sample of 25 observations and obtain the...
You estimate a simple linear regression model using a sample of 25 observations and obtain the following results (estimated standard errors in parentheses below coefficient estimates): y = 97.25 + 19.74 *x (3.86) (3.42) You want to test the following hypothesis: H0: beta2 = 1, H1: beta2 >12. If you choose to reject the null hypothesis based on these results, what is the probability you have committed a Type I error? a.)between .01 and .02 b.)between .02 and .05 c.)less...