In a Lagrange Multiplier test for second-order autocorrelation, 48observations are used in the auxiliary regression. If the unadjusted R2 from the auxiliaryregression is .425, and at a significance level of 5%, will we conclude that the error termsexhibit second-order autocorrelation? Show your work.

Number of observations (n)=48level of significance Want to test for second order auto-correlation?

Answered: In a Lagrange Multiplier test for…

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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a. b. C. Name: 3. You have been provided the following regression summery output for the demand for Good X. F df Significance F 0.00000798529 53.29202 Regression Residual Total Intercept Price (Px) Income (1) Price Other (Py) 3 56 59 Coefficients 355.8130 -4.9835 0.8762 -1.4893 SS 824.897 209.662 1,034.559 Standard Error 0.632473 0.939474 0.487969 0.968633 MS 255.3953 4.792375 P-value 6.45E-05 0.001985 0.078924 0.027889 Using the estimates above, state the demand function rounded to two decimals (Format: Qx=do+a1 Px + a ₂1+ a 3Py): Is the product called X a normal or inferior good? (motivate) Is the "Price Other (Py)" referring to a complement or substitute good (motivate)
Consider the following computer output from a multiple regression analysis relating the cost of car insurance to the variables: number of car accidents, driver's credit score, and safety rating of the car. Intercept Car Accidents (In last 3 years) Credit Score Safety Rating Coefficients 1186 213.48 Coefficients - 130.46 294.11 Standard Error Does the sign of the coefficient for the variable safety rating make sense? 123.87 21.89 14.26 356.37 t Stat P-value 9.575 0.0000 9.752 0.0000 -9.149 0.0000 0.825 0.4128
Do movies of different types have different rates of return on their budgets? Here's a regression of USGross (SM) on Budget for comedies and action movies with an indicator variable. Complete parts (a) through (d). Dependent variable is: USGross ($M) Coefficient SE(Coeff) - 6.78278 16.95 1.00523 Variable Constant Budget ($M) Comedy 24.0373 0.1613 11.73 t-ratio P-value -0.400 0.6907 6.23 <0.0001 2.05 0.0451 a) Write out the regression model. USGross = + ( Budget + (Comedy R-squared = 32.8% R-squared (adjusted) = 31.0% s = 47.51 55 degrees of freedom
The local utility company surveys 12 randomly selected customers. For each survey participant, the company collects the following: annual electric bill (in dollars) and home size (in square feet). Output from a regression analysis appears below: Bill 13.45 + 4.39*Size Coefficients Estimate Std. Error (Intercept) 13.45 Size 4.39 0.54 0.2 We are 90% confident that the mean annual electric bill increases by between dollars and dollars for every additional square foot in home size. Round your answers to three decimal places and enter in increasing order.
Consider the following computer output from a multiple regression analysis relating the cost of car insurance to the variables: number of car accidents, driver's credit score, and safety rating of the car. Intercept Car Accidents (In last 3 years) Credit Score Safety Rating Answer Coefficients 933 167.94 - 102.63 -199.18 Does the sign of the coefficient for the variable credit score make sense? Coefficients Standard Error 95.65 17.99 10.89 19.98 t Stat P-value 9.754 0.0000 9.335 0.0000 -9.424 0.0000 -9.969 0.0000 O Yes, because it is expected that as the credit score increases then the cost should decrease. O No, because it is expected that as the credit score increases then the cost should decrease. O Yes, because it is expected that as the credit score increases then the cost should also increase. O No, because it is expected that as the credit score increases then the cost should also increase. Tables Keypad Keyboard Shortcuts
A car dealership would like to develop a regression model that would predict the number of cars sold per month by a dealership employee based on theemployee's number of years of sales experience. The accompanying regression output was developed based on a random sample of employees. a. Predict the sales next month for an employee with 2.5 years of experience. The predicted sales is 8.6 cars. b. Compute the coefficient of determination and interpret its meaning. The coefficient of determination is 0.234 Therefore, about _________% of the variation in monthly sales is explained by the years of sales experience. (Type an integer or decimal rounded to one decimal place as needed.)
In order to explain the U.S. defense budget, the following variables are considered. Data from 1962-1981 is collected. Variable Definition Y Defense budget-outlay for year t, $ billions X2 GNP for year t, $ billions X3 U.S. military sales/assistance in year t, $ billions X4 Aerospace industry sales, $ billions Dependent Variable: Y Method: Least Squares Date: 11/22/21 Time: 11:20 Sample: 1962 1981 Included observations: 20 Variable Coefficient Std. Error t-Statistic Prob. X2 0.016703 0.007017 2.380261 0.0301 X3 -0.696174 0.453978 -1.533497 0.1447 X4 1.467729 0.277608 5.287047 0.0001 22.77514 3.311695 6.877186 0.0000 R-squared 0.971088 Mean dependent var 83.86000 Adjusted R-squared 0.965667 S.D. dependent var 28.97771 S.E. of regression Sum squared resid 5.369339 Akaike info criterion 6.376143 461.2769 Schwarz criterion 6.575290 Log likelihood -59.76143 Hannan-Quinn criter. 6.415019 F-statistic 179.1337 Durbin-Watson stat 0.676777 Prob(F-statistic) 0.000000
A researcher is interested in examining the relationship between spousal abuse and child abuse. Specifically, they are interested in determining whether there is a predictive relationship between spousal abuse and child abuse in 5 county social services offices. Calculate the linear regression line for the following data. Note you have already calculated the first step to this analysis (Pearson's Correlation)
Police sometimes use footprint evidence to estimate the height of a suspect. Data was collected from 36 randomly selected men in Nebraska in 2001. The regression model assumptions have been checked, and they are all satisfied. We want to test if there is a positive linear association between shoe print size and average height. The p-value of the appropriate test was found to be 0.0006. (a) Give your brief conclusion. Note that no significance level is provided. (b) Give your conclusion in the context of the problem. (This question will be marked manually by your instructor).
d. Present major regression summary outputs for both regression lines showing: regression statistics, coefficients, standard error, t stats, p-values and 95% confidence interval.
Answer the Question 1. In multiple regression: a. the ANOVA table tells us whether the three main regression coefficients (R, R-square, adjusted R-square) are significantly different from 1. .50 2. 1.00 3. Zero 4. 1.50 b. the adjusted R-square can be interpreted as 1. Th percentage of variance accounted for in the dependent variable by the set of independent variables 2. The percentage of variance accounted for in the dependent variable by the set of independent variables minus an estimate penalty 3. The percentage of variance accounted for in the dependent variable by a single independent variable 4. The strength of a relationship between the dependent variable and the set of independent variables

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