Consider the following simple linear regression model, Y; = Po + B₁X₁ + εi, for i=1,2,...,n,where &'s are all independent and normally distributed with E(₁) = 0, and Var(₁) = 0².i) Check whether a statistic Y = Y + B₁ (X₁-X) is an unbiased estimator of the mean of theresponse variable E(Y) or not. Justify your conclusion.

Answered: Image /qna-images/answer/efecd3b7-ed20-46ba-8d60-77c2fed034c9.jpg

Answered: Consider the following simple linear…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

Suppose that you run a regression of Y, on X, with 110 observations and obtain an estimate for the slope. Your estimate for the standard error of ₁ is 1. You are considering two different hypothesis tests: The first is a one-sided test: Ho: B1-0, Ha: 31>0, a = .05 The second is a two-sided test: Ho: 31-0, Ha: B1 0,a = .05 (a) What values of , would lead you to reject the null hypothesis in the one-sided test? (b) What values of , would lead you to reject the null hypothesis in the one-sided test? (c) What values of would lead you to reject the mill hypothesis in the one-sided test, but not the two-sided test? (d) What values of 3 would lead you to reject the null hypothesis in the two-sided test, but not the one-sided test?
The following sample contains the scores of 6 students selected at random in Mathematics and English. Use the scores in English as the dependent variable Y. Mathematics score (X) 70 92 80 74 65 83 English score (Y) 74 84 63 87 78 90 ∑x=464, ∑y=476,∑x^2=36354,∑y^2=38254, ∑xy=36926. Estimate the regression parameters and also write the prediction equation.
This table reports the regression coefficients when the returns of the size-institutionalownership portfolio (columns 1 and 2) returns are regressed on three variables: a constant(column 3), the stock market returns (column 4), and the change of the value weighted discountof the closed end fund industry (column 6). Columns 5 and 7 report the corresponding t-statistics of the coefficient estimates. Note that a t-statistic with an absolute value above 1.96means the coefficient estimate is significantly different from 0 at the 1% level. Column 8reports the R square of the regressions. Column 9 reports the mean institutional ownership ofeach portfolio. The last column reports the F-statistics for a multivariate test of the null hypothesis that the coefficient on ΔVWD in the Low (L) ownership portfolio is equal to theHigh (H) ownership portfolio. Two-tailed p-values are in parentheses. 1. What is the main finding of this Table? 2. What is the explanation for…
Suppose the following regression equation was generated from the sample data of 50 cities relating number of cigarette packs sold per 1000 residents in one week to tax in dollars on one pack of cigarettes and if smoking is allowed in bars: PACKS, 58803.462982-1005.438507TAX, +284.030008BARS, + BARS, 1 if city / allows smoking in bars and BARS,= 0 if city i does not allow smoking in bars. This equation has an R² value of 0.305162, and the coefficient of BARS, has a value of 0,088136. Which of the following conclusions is valid? Answer Keypad Keyboard Shortcuts m Tables O If there is no cigarette tax in a city that allows smoking in bars, the approximate number of cigarette packs sold per 1000 people is 58803. O According to the regression equation, cities that allow smoking in bars have lower cigarette sales than cities that do not allow smoking in bars. O More than half of the variation in cigarette sales is explained by cigarette taxes and whether or not a city allows smoking in bars.…
Below are bivariate data O each of twelve countries. For each of the countries, both x, the number of births per one thousand people in the population, and y, the female life expectancy (in years), are given. Also shown are the scatter plot for the data and the least-squares regression line. The equation for this line is ing birthrate and life expectancy information for y = 81.87 – 0.46x. Birthrate, x (number of births per 1000 pop.) Female life expectancy, y (in years) 85- 35.7 67.7 80- 41.5 63.9 75 31.9 63.3 19.9 73.0 70 50.5 60.4 65. 24.4 72.7 60- 50.1 63.2 55 13.8 72.5 50 50.3 54.6 45.6 57.9 15.9 76.2 Figure 1 26.6 71.9 Send data to Excel
Suppose that Y is normal and we have three explanatory unknowns which are also normal, and we have an independent random sample of 21 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 model…

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

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

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

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

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

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

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS