1. Calculate the t-statistic for a test comparing the coefficient on X to a null hypothesis value of 0 2. Construct the 95% confidence interval for the coefficient on X. (use 1.96 as the critical value) 3. Is the coefficient on X statistically significantly different from 1 at the 95% level? Yes or no. CAREFUL: this question is asking you to use a null hypotheses value of 1, not 0.
1. Calculate the t-statistic for a test comparing the coefficient on X to a null hypothesis value of 0 2. Construct the 95% confidence interval for the coefficient on X. (use 1.96 as the critical value) 3. Is the coefficient on X statistically significantly different from 1 at the 95% level? Yes or no. CAREFUL: this question is asking you to use a null hypotheses value of 1, not 0.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
Please solve in 30 minute
![Examine the below regression table (note that any significance stars have been removed):
Dependent Var.:
(Intercept)
X
A
B
S.E. type
Observations
R2
Adj. R2
feols(Y - X + A..
Y
0.750 (0.150)
0.900 (0.150)
-0.086 (0.043)
0.303 (0.101)
IID
100
0.075
0.053
1. Calculate the t-statistic for a test comparing the coefficient on X to a null hypothesis value of
0
2. Construct the 95% confidence interval for the coefficient on X. (use 1.96 as the critical value)
3. Is the coefficient on X statistically significantly different from 1 at the 95% level? Yes or no.
CAREFUL: this question is asking you to use a null hypotheses value of 1, not 0.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F55d00a42-7d90-42d0-9212-9bf20e1242a0%2Fbc204906-2bd1-4a63-bd68-c6099f3a8b22%2Fhuxiinm_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Examine the below regression table (note that any significance stars have been removed):
Dependent Var.:
(Intercept)
X
A
B
S.E. type
Observations
R2
Adj. R2
feols(Y - X + A..
Y
0.750 (0.150)
0.900 (0.150)
-0.086 (0.043)
0.303 (0.101)
IID
100
0.075
0.053
1. Calculate the t-statistic for a test comparing the coefficient on X to a null hypothesis value of
0
2. Construct the 95% confidence interval for the coefficient on X. (use 1.96 as the critical value)
3. Is the coefficient on X statistically significantly different from 1 at the 95% level? Yes or no.
CAREFUL: this question is asking you to use a null hypotheses value of 1, not 0.
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