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
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.
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.
Expert Solution
steps

Step by step

Solved in 3 steps

Blurred answer
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman