5) r² is the ratio of TSS/ESS.6) For a given significance level(alpha) and df, if the computed |t| exceeds the critical t value, weshould accept the null hypothesis.7) Greater r² signals the good model fit, and the value can exceed 1.8) The p-value and the level of significance (alpha), mean the same thing.

Answered: 5) r² is the ratio of TSS/ESS. 6) For a…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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All I need from the following question is the following data: 1)EITHER state the critical values and use the critical values/z-obtained comparison OR use the p-value/alpha comparison to make a decision. And 2) State a conclusion.
1.ln a simple model Y = Bo + B1X +u, X is endogenous, and Z is an instrumental variable that satisfy the relevance and exogeneity conditions. Show that the two stage least squares (TSLS) estimator is consistent. 2.In above model, what is the asymptotic distribution of TSLS? How can we do a). hypothesis testing of Bi and b). construct confidence interval for B,?
17) Suppose that Y is normal and we have three explanatory unknowns which are also normal, and we have an independent random sample of 41 members of the population, where for each member, the value of Y as well as the values of the three explanatory unknowns were observed. The data is entered into a computer using linear regression software and the output summary tells us that R-square is 0.9, the linear model coefficient of the first explanatory unknown is 7 with standard error estimate 2.5, the coefficient for the second explanatory unknown is 11 with standard error 2, and the coefficient for the third explanatory unknown is 15 with standard error 4. The regression intercept is reported as 28. The sum of squares in regression (SSR) is reported as 90000 and the sum of squared errors (SSE) is 10000. From this information, what is the number of degrees of freedom for the t-distribution used to compute critical values for hypothesis tests and confidence intervals for the individual…
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