Estimation of the model resulted in the following least squares estimates and corresponding estimated covariance matrix by cou (bị , ba) cov (b) , b3) cou (b2 , b3) var (bz) var (b¡ ) 4 -1 cou (b) , bz , b3) = cou (b , b2) 4 -1 Cou (b) , b3) cov (b2 , b3) var (b3) 1 4 Which of the following is correct? O The hypothesis Ho : B2 = 0 versus the alternative Hj : 32 ± 0 is not rejected using a 5% significance level and the hypothesis Ho: B =1 versus the alternative H : B2 ± 1 is rejected using a S% significance level The hypothesis Ho : B2 = 0 versus the alternativeH¡ : 32 ± 0 is rejected using a 5% significance level and the hypothesis Ho : B2 =1 versus the alternative H : B2 # 1 is not rejected using a 5% significance level The hypothesis Ho : B2 = 0 versus the alternative Hj : 32 ± 0 is not rejected using a 5% significance level and the hypothesis H : B2 = 1 versus the alternative H : B ± 1 is not rejected using a 5% significance level None of the above The hypothesis Họ : B2 = 0 versus the alternative H1 : 32 † 0 is rejected using a 5% significance level and the hypothesis He: B2=1 versus the altemative Hị : B2 # 1 is rejected using a 5% significance level

Estimation of the model resulted in the following least squares estimates and corresponding estimated covariance matrix by cou (bị , ba) cov (b) , b3) cou (b2 , b3) var (bz) var (b¡ ) 4 -1 cou (b) , bz , b3) = cou (b , b2) 4 -1 Cou (b) , b3) cov (b2 , b3) var (b3) 1 4 Which of the following is correct? O The hypothesis Ho : B2 = 0 versus the alternative Hj : 32 ± 0 is not rejected using a 5% significance level and the hypothesis Ho: B =1 versus the alternative H : B2 ± 1 is rejected using a S% significance level The hypothesis Ho : B2 = 0 versus the alternativeH¡ : 32 ± 0 is rejected using a 5% significance level and the hypothesis Ho : B2 =1 versus the alternative H : B2 # 1 is not rejected using a 5% significance level The hypothesis Ho : B2 = 0 versus the alternative Hj : 32 ± 0 is not rejected using a 5% significance level and the hypothesis H : B2 = 1 versus the alternative H : B ± 1 is not rejected using a 5% significance level None of the above The hypothesis Họ : B2 = 0 versus the alternative H1 : 32 † 0 is rejected using a 5% significance level and the hypothesis He: B2=1 versus the altemative Hị : B2 # 1 is rejected using a 5% significance level

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

Only for b and c show the calculation please
7.(0) What is the Fisher linear discriminant method. (b) Given the 2-d data below for two classes: al-[(1,1), (1,2), (1,4), (2,1), (3,1), (3,3)], m2-[(2,2), (3,2), (3,4), (5,1), (5,4), (5.5)). Determine the optimal projection line in a single dimension.
Heteroscedasticity Stigler and Friedland (1983) conducted a study to determine whether the separation of company control from company ownership affects company profits. Using data from 69 companies in the United States, the authors estimate the following model: profiti = α + β1asseti + β2management_controli + ei Where i is company and: profiti = annual profit (in million dollar) asseti = company asset (in million dollar) management_controli = dummy variable that is worth one if the control of the company is held by the manager The regression results are presented in the table in the picture a. Explain whether the statements below are TRUE, FALSE, or CANNOT BE DETERMINED. "If there is a heteroscedasticity problem, the confidence interval of the OLS estimator is not valid." b. Determine the 95% confidence interval for the parameter 2, what can you conclude?
Derive the least squares estimator of Bo for model Y₁ = P + Ei the re regression
A researcher has estimated the following multiple regression model to investigate the determinants of capital structure in an emerging market based on data from 2016. LEV = 1.32 – 0.10TANG - 0.28PROFIT + 0.19GROWTH + e (0.92) (0.03) (0.25) (0.04) Residual sum of squares = 200Total sum of squares = 620Number of Observations = 90Standard errors of the coefficients are given in parentheses. The variables are:LEV = Leverage (total debt to total assets).TANG = Tangibility (net fixed assets to total assets). PROFIT = Profitability (net income to total assets). GROWTH = Firm growth (Percent change in sales). e = residual For each independent variable slope coefficient, test the null hypothesis that it is equal to zero against the alternative hypothesis that it is not equal to 0. The critical t value is 1.96 at the 5% significance level for a two-tailed test.
Prove that b is an unbiased estimator for ß. What are the essential conditions to prove ordinary least squares (OLS) estimator is unbiased? E(b) = ß
Let 0 = (B, o^2)^T denotes the unknown parameters for multiple linear regression. Find the Cramer-Rao lower bound matrix for the vector of the parameters.
2