prelim-1-spring-2020

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Name NetID Student ID 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 Cornell Sheet (3538) ZipGrade.com 1 A B C D E 2 A B C D E 3 A B C D E 4 A B C D E 5 A B C D E 6 A B C D E 7 A B C D E 8 A B C D E 9 A B C D E 10 A B C D E 11 A B C D E 12 A B C D E 13 A B C D E 14 A B C D E 15 A B C D E 16 A B C D E 17 A B C D E 18 A B C D E 19 A B C D E 20 A B C D E 21 A B C D E 22 A B C D E 23 A B C D E 24 A B C D E 25 A B C D E 26 A B C D E 27 A B C D E 28 A B C D E 29 A B C D E 30 A B C D E
Department of Economics Econ 3120 Cornell University Applied Econometrics Spring 2020 Prelim 1 — Spring 2020 GENERAL INSTRUCTIONS: Please write your name on the cover bubble sheet. Please fill in your Cornell student id on the bubble sheet under Student ID. Please answer the survey (Question 0) using the bubble sheet. You can use any notes you have written (or printed) on a single sheet of paper. You may use a calculator as long as you don’t use it to store additional notes or connect to the Internet. You may not use a cell phone, the internet, make phone calls, or send text messages during the exam. Show your work. Please write as neatly as you can. If you need to make assumptions, please clearly state them in your answer. 2
Question 0. Brief Survey on Studying (2 points) Your answers to these questions have absolutely no impact on your exam score, and I will remove all your names before I analyze this data. (1) How much of the material we’ve covered since the review module (i.e., experiments and bivariate regression) had you seen before? (a) none (b) some (c) almost all or all (2) We’ve had 8 classroom lectures so far. How many did you attend? (a) none (b) 1-3 (c) 4-5 (d) 6-7 (e) 8 (3) Not including attending lectures, how much time have you spent on this class each week doing things like reading or working on problem sets? (a) less than one hour (b) 1-2 hours (c) 3-4 hours (d) 5-6 hours (e) 7+ hours (4) How much time did you spend studying for this prelim? (a) less than one hour (b) 1-4 hours (c) 4-8 hours (d) 9+ hours (5) Did you mostly study for this prelim by yourself or with other students in the class? (a) mostly by yourself (b) mostly with other students in the class (c) about half by yourself and half with other students in the class 3
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(6) When did you do most of your studying for this prelim? (a) the day before and day of the exam (b) spread over multiple sessions over multiple days starting before the night before the exam To prepare for this prelim, did you (7) Review the lecture slides and/or your notes? (a) Yes (b) No (8) Read the book? (a) Yes (b) No (9) Identify areas or topics you are struggling with and get help (e.g., in o ffi ce hours or on the course discussion board)? (a) Yes (b) No (10) Study the problem sets and solutions? (a) Yes (b) No (11) Re-work problems from the problem sets? (a) Yes (b) No (12) Work new sample problems? (a) Yes (b) No (13) Explain or teach the material to someone else? (a) Yes (b) No 4
Question 1. Gavin’s Diaper Company (24 points) Gavin runs a cloth diaper company. On any given day he will sell no diapers with probability 0.25, 1000 diapers with probability 0.5, and 2000 diapers with probability 0.25. Assume demand for diapers is independent across days. (a) (4 points) How many diapers does Gavin expect to sell in a day? (b) (4 points) What is the variance of the number of diapers Gavin will sell in a day? 5 E X weighted avg of diapers sold in day 01.25 10001 5 20001.257 1000 expected per day diapers sold Var IX v25 0 100072 05 1000 10 07202512000 1000 500,000
(c) (4 points) How many diapers do we expect Gavin will sell in 100 days? (d) (4 points) What is the variance of the number of diapers Gavin will sell in 100 days? 6 100 E Cx i COO ooo 100 Var Xi 50,0001000
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(e) (4 points) Using a normal approximation, what is the probability that Gavin will sell more than 110,000 diapers in 100 days? (f) (4 points) If it rains, the probability that Gavin will sell no diapers goes up to 0.5. It rains 25% of the time. If Gavin sold no diapers, what is the probability that it rained that day? 7 Y diapers he sells iniou days YNN 100,000 50,000,000 Pr 47110000 Pr 4 1 1 2 o Pr 271 41 L Pr 74 41 1 9207 00793 F sold no diapers R rained Pr NIR S Pr R 025 Prints Pr RIN Pr NIR PAR Pron 9 5
Question 2. Life Insurance and Income (24 points) A life insurance company wishes to examine the relationship between the amount of life insurance held by a family and that family’s income. From a random sam- ple of 20 households, the company estimates a linear regression model where the dependent variable is amount of life insurance held, and the independent variable is income. Both are measured in thousands of dollars. The firm finds the following results: Source | SS df MS -------------+---------------------------------- Model | 246858.575 1 246858.575 Residual | 3710.37471 18 206.131929 -------------+---------------------------------- Total | 250568.95 19 13187.8395 ------------------------------------------------- ins | Coef. [95% Conf. Interval] -------------+----------------------------------- inc | 3.880186 3.644621 4.115751 _cons | 6.854991 -8.65711 22.36709 ------------------------------------------------- (a) (6 points) What is your estimate of the resulting change in the amount of life insurance when income increases by $1,000? (b) (6 points) Based on the confidence intervals given above, what is the stan- dard error of this estimate? 8 SSR Tss An income increase of 4000 983 880 in insurance held small sample C V Must be the tin 2,093 width Lot SE SE SE 1125
(c) (6 points) How much insurance do you predict a family that has $50,000 of income will hold? (d) (6 points) What is the R 2 of the regression? 9 bot 500 b 6085 3 88150 200 85 8 200 850 R2 L Ets 1 33 368 985
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Question 3. Production (20 points) Consider a production function of the form log Q i = β 0 + β 1 log K i + " i where Q is quantity and K is the amount of capital used in production. You estimate this model with 33 observations: Source | SS df MS Number of obs = 33 -------------+---------------------------------- F(1, 31) = 66.93 Model | 3.09025184 1 3.09025184 Prob > F = 0.0000 Residual | 1.43141164 31 .046174569 R-squared = 0.6834 -------------+---------------------------------- Adj R-squared = 0.6732 Total | 4.52166348 32 .141301984 Root MSE = .21488 ------------------------------------------------------------------------------ logq | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- logk | .9627495 .1176841 8.18 0.000 .7227312 1.202768 _cons | .1569255 .3494736 0.45 0.657 -.5558306 .8696817 ------------------------------------------------------------------------------ (a) (7 points) Interpret the coe ffi cient on log K . 10 A 1.1 9 of Kapital 961 9 of quantity of output
(b) (7 points) Test the hypothesis that you have constant returns to scale (i.e., doubling input yields double the expected output). (c) (6 points) Explain why exponentiating the predicted log of quantity pro- duced is a poor prediction of quantity produced. 11 Ho coefficient on log capital I N 3 3 small j E test with N 2 af Zz 2 sided test 951 sig level C V 2.04 4477 51 3398 test stat lower than this can't reject sample size hughenough s p value 2 Pr ZL 339 8 2 1 Pr 22.339 a 73338 a lot bigger than v05 can't reject
Question 4. Workplace Knowledge Flows (30 points) Just last month (January, 2020), Sandvik and coauthors published the results of an experiment designed to test di erent ways of improving the flow of knowledge in a workplace (NBER Working Paper 26660). Their experiment randomly assigned salespeople in a firm to one of four groups: The first was a control group where they did nothing special. In each of the three treatment groups, they randomly organized salespeople into pairs. In the first treatment group, pairs were encouraged to talk about sales techniques during short structured meetings. In the second treatment group, pairs were given financial incentives to increase their joint output during the experiment but not afterward. In the third treatment group, pairs were given both treatments. Output is measured as the log of sales revenue-per-call during the intervention period, and it is summarized for each group here: Sample mean Sample std dev N Control 3.92 0.59 186 Treatment 1 (Structured-Meetings) 4.16 0.62 158 Treatment 2 (Pair-Incentives) 4.05 0.56 135 Treatment 3 (Combined) 4.18 0.64 174 Use a 5% significance level and two-sided tests for all tests below. (a) (8 points) Compute the di erence in output between the control group and treatment group 1. Is this an estimate of the average treatment e ect of having a short meeting to talk about sales techniques? Why, and if not, what is being estimated instead? 12 Difference in output 4.16 3.92 24 first treatment group only encouraged to do the treatment Since some can choose to opt out of the meetings this isnt ATE but ITT intent to treat effect
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(b) (8 points) Compute the di erence in output between the control group and treatment group 2. Is this an estimate of the average treatment e ect of giving pairs a financial incentive to increase their joint output? Why, and if not, what is being estimated instead? (c) (7 points) Do you believe combining structured meetings with pair incen- tives is more e ective than simply encouraging workers to hold structured meetings? Use a hypothesis test to provide evidence for your answer. 13 diet 4005 3092 013 no non compliance to treatement so it is unbiased estimator of ATE One sided two independent sample test of equality of Mans assume variances Hot I combined output to structured only treatment S TEEsitcnz itsft.es 2 289 Pr 22.289 1 Pr 747897 1 06141 385 7005 can't reject No evidence that combined treatment better than just structured meetings
(d) (7 points) Suppose instead of running the experiment, the researchers had surveyed workers and asked each if they had recently talked with any coworkers about sales techniques. Then they compared average sales of workers who answered yes to average sales of workers that answered no. Why would this be a poor estimate of the average treatment e ect of talking with a coworker about sales techniques? 14 U S o workers who have convos diff from solitary workers who dont which might effect sales selection bias
NORMAL DISTRIBUTION TABLE z 0 ±f f .00 .01 .02 .03 .04 .05 .06 .07 .08 .09 .0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359 .1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753 .2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141 .3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517 .4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879 .5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224 .6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549 .7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852 .8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133 .9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389 1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8554 .8577 .8599 .8621 1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830 1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015 1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177 1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319 1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441 1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545 1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633 1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706 1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767 2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817 2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857 2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890 2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916 2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936 2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952 2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964 2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974 2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981 2.9 .9981 .9982 .9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986 3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990 .9990 3.1 .9990 .9991 .9991 .9991 .9992 .9992 .9992 .9992 .9993 .9993 3.2 .9993 .9993 .9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995 3.3 .9995 .9995 .9995 .9996 .9996 .9996 .9996 .9996 .9996 .9997 3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998
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t-Distribution Table t The shaded area is equal to α for t = t α . df t . 100 t . 050 t . 025 t . 010 t . 005 1 3.078 6.314 12.706 31.821 63.657 2 1.886 2.920 4.303 6.965 9.925 3 1.638 2.353 3.182 4.541 5.841 4 1.533 2.132 2.776 3.747 4.604 5 1.476 2.015 2.571 3.365 4.032 6 1.440 1.943 2.447 3.143 3.707 7 1.415 1.895 2.365 2.998 3.499 8 1.397 1.860 2.306 2.896 3.355 9 1.383 1.833 2.262 2.821 3.250 10 1.372 1.812 2.228 2.764 3.169 11 1.363 1.796 2.201 2.718 3.106 12 1.356 1.782 2.179 2.681 3.055 13 1.350 1.771 2.160 2.650 3.012 14 1.345 1.761 2.145 2.624 2.977 15 1.341 1.753 2.131 2.602 2.947 16 1.337 1.746 2.120 2.583 2.921 17 1.333 1.740 2.110 2.567 2.898 18 1.330 1.734 2.101 2.552 2.878 19 1.328 1.729 2.093 2.539 2.861 20 1.325 1.725 2.086 2.528 2.845 21 1.323 1.721 2.080 2.518 2.831 22 1.321 1.717 2.074 2.508 2.819 23 1.319 1.714 2.069 2.500 2.807 24 1.318 1.711 2.064 2.492 2.797 25 1.316 1.708 2.060 2.485 2.787 26 1.315 1.706 2.056 2.479 2.779 27 1.314 1.703 2.052 2.473 2.771 28 1.313 1.701 2.048 2.467 2.763 29 1.311 1.699 2.045 2.462 2.756 30 1.310 1.697 2.042 2.457 2.750 32 1.309 1.694 2.037 2.449 2.738 34 1.307 1.691 2.032 2.441 2.728 36 1.306 1.688 2.028 2.434 2.719 38 1.304 1.686 2.024 2.429 2.712 1.282 1.645 1.960 2.326 2.576 951 O so so