If an omitted regressor is not correlated with the included variables, then the followingOLS assumption is most likely violated by omitted variables bias:a.E(ui | Xi) = 0.b.(Xi, Yi) for i=1,..., n are i.i.d draws from their joint distribution.C.there are no outliers for Xi, ui.d.there is heteroskedasticity.e.All of the above.f.None of the above.

Omitted variable bias is a common issue that can arise in regression analysis, particularly in…

Answered: If an omitted regressor is not…

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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Question 3 The number of accidents which occurs per week on Johnson's Highway follows the Poisson distribution with mean 1.2. A. B. C. Find the probability that: i. ii. The random variable X~ N(25,100). Find: P(X<29) P(23< X<27) No accidents occur in a particular week More than 2 accidents occur in a given week i. 11. 1. 11. Candles are packaged in bags each containing ten candles. A candle is regarded as overweight if it weighs more than 10 grams. The probability that any one candle produced will be underweight is 0.30. A package of candle is selected at random. Calculate the probability, using a binomial distribution that: no candle is overweight exactly THREE (3) candles are overweight
The shape of the mean-variance frontier that results from the combination of a riskless and arisky asset is…..:a. Is U-shaped, tilted 90 degrees clockwise.b. Is a straight line passing from the mean-variance points of the two assets.c. Is a hyperbola.d. Consists of two straight lines, each connecting one of the two assets to a risk-freeportfolio
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4. According to the information given below, compute the correlation coefficient and the covariance coefficient between stock A and stock B. Standard deviation of the portfolio (stock A and stock B) :0.37 Standard deviation of the stock A : 0.38 Standard deviation of the stock B :0.43 Weight for stock A : 0.60 Weight for stock B :0.40 NOTE: PLEASE SHOW HOW YOU COMPUTE EACH OF THE ITEMS.
1. Two correlation coefficients obtained from samples of size 23 and 28 were computed to be 0.80 and 0.95, respectively. To conclude at levels of 0.05 that whether there is a significant difference between them: a) Compute the test statistics? b) What is your conclusion?
6. The assumption of independent is violated whenever: None of these are true. There is a correlation between datapoints within one sample. The samples have unequal sizes. The population distribution is uniform.
A company's marketing department claims that the number of orders that are placed using theire-commerce store has a Poisson distribution with mean of 3.5 orders per minute. Let X be the number oforders in 1 minute. Let Y be the number of orders in 5 minutes. If the claim of a mean of 3.5 orders perminute is truea. What is P(X <=3)?b. What is the variance for X?c. What is the mean and standard deviation for Y?
A company's marketing department claims that the number of orders that are placed using theire-commerce store has a Poisson distribution with mean of 3.5 orders per minute. Let X be the number oforders in 1 minute. Let Y be the number of orders in 5 minutes. If the claim of a mean of 3.5 orders perminute is true a. What is P(Y = 15)? If the rate of orders falls to 2.1 per minute: b. What is P(X = 1)? c. What is the variance for X?
A set of n = 5 pairs of X and Y scores has SSX = 18, SSY = 8, ∑X=5, ∑Y=15, SSCP = 3. What is the Pearson Product Moment correlation for these scores? answers: a) 18/12 = 1.50 b) 18/144 = .125 c) 3/12 = .25 d) 3/144 = .21
(c) Which estimator, Ô, or Ö, is a more efficient estimator of 0? Explain your answer.

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