Question

Suppose we estimate the regression *Y _{t}* =

- A.
We cannot conclude that there is heteroscedasticity at a level of significance of 5%.

- B.
Unable to reject the null hypothesis of no heteroscedasticity at a level of significance of 1%.

- C.
Reject the null hypothesis of no heteroscedasticity at a level of significance of 1%.

- D.
We conclude that there is heteroscedasticity at a level of significance of 5%.

Answer #1

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 = 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 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...

You may need to use the appropriate technology to answer this
question.
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 =
590.
(a)
At α = 0.05, test whether
x1
is significant.
State the null and alternative hypotheses.
H0: β0 ≠ 0
Ha: β0 = 0
H0: β1 = 0
Ha: β1 ≠ 0
H0: β0 = 0
Ha:...

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 = 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...

You may need to use the appropriate technology to answer this
question.
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 =
1,790.
(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...

Use the following linear regression equation to answer the
questions.
x1 = 1.1 + 3.0x2 –
8.4x3 + 2.3x4
(a) Which variable is the response variable?
x3
x1
x2
x4
Which variables are the explanatory variables? (Select all that
apply.)
x1
x2
x3
x4
(b) Which number is the constant term? List the coefficients with
their corresponding explanatory variables.
constant =
x2 coefficient=
x3 coefficient=
x4 coefficient=
(c) If x2 = 4, x3 = 10, and
x4 = 6, what...

Refer to the following regression output:
Predictor
Coef
SE Coef
Constant
30.00
13.70
X1
-7.00
3.60
X2
3.00
9.30
X3
-19.00
10.80
Source
DF
SS
MS
F
Regression
3.00
8,200.00
Error
25.00
Total
28.00
10,000.00
a. What is the regression equation?
(Round the final answers to the nearest whole number.
Negative answer should be indicated by a minus sign.)
Y′
= + X1
+ X2
+ X3
b. If X1 = 4,
X2 = 6, and X3 = 8, what is
the value of...

Q1. Suppose we wish to test the null hypothesis that a
coefficient is equal to zero vs. the alternative that it is not
zero at the 5 % level. If the 95% confidence interval for the
coefficient does not contain zero, then we will reject the null
hypothesis. Explain.
Q2. Suppose we perform an F test and reject the null hypothesis
and all the coefficients except the constant are zero. Does this
imply the regression is a good fit for...

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