5) State any theorems that you use in determining your solution. a) By using partial differentiation derive the equations that a and ß satisfy in yt = a + Bxt + ut where symbols have their usual meaning. b) Suppose you are given the following information for an OLS regression: Σχινι xi yi = 830102, T = 22, x = 416.5, y = 86.65, x² = 3919654, RSS = 130.6 i) Calculate the ordinary least square regression line. ii) Calculate SE (a) and SE (B) Perform the hypothesis test such that He: a = -60 versus H₂a #-60 E

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
5) State any theorems that you use in determining your solution.
a) By using partial differentiation derive the equations that a and ß satisfy in yt = a +
Bxt + ut where symbols have their usual meaning.
b) Suppose you are given the following information for an OLS regression:
Xxi yi = 830102, T = 22, x = 416.5, y = 86.65,
Yi
x² = 3919654, RSS = 130.6
i)
Calculate the ordinary least square regression line.
ii)
Calculate SE (a) and SE (B)
iii)
Perform the hypothesis test such that Ho: a = -60 versus H₁: a ‡ -60
iv)
Perform the hypothesis test such that Ho: P = 0.4 versus H₁: ß # 0.4
In both cases use a significance of 5%.
c) Discuss using appropriate mathematics the properties and assumptions underlying
the OLS technique, you should mention and discuss all 5 assumptions.
Transcribed Image Text:5) State any theorems that you use in determining your solution. a) By using partial differentiation derive the equations that a and ß satisfy in yt = a + Bxt + ut where symbols have their usual meaning. b) Suppose you are given the following information for an OLS regression: Xxi yi = 830102, T = 22, x = 416.5, y = 86.65, Yi x² = 3919654, RSS = 130.6 i) Calculate the ordinary least square regression line. ii) Calculate SE (a) and SE (B) iii) Perform the hypothesis test such that Ho: a = -60 versus H₁: a ‡ -60 iv) Perform the hypothesis test such that Ho: P = 0.4 versus H₁: ß # 0.4 In both cases use a significance of 5%. c) Discuss using appropriate mathematics the properties and assumptions underlying the OLS technique, you should mention and discuss all 5 assumptions.
Expert Solution
steps

Step by step

Solved in 3 steps

Blurred answer
Similar questions
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