Consider the linear model y=B,+B,x,+B,x,+Bx+P+u, You estimate the model y=B,+B,x,+B,x,observations and obtain the OLS residuals . You then estimate the auxiliary regression+u based on 123313 314141The LM statistic3i++4/you obtain to test the null hypothesis that H:ß,=B,30 is 20.91. What is the R2 of the auxiliary regression?It is not possible to say0.17O 0.1757140.177203

Formula: Test statistic for LM test is, χ2=nR2 Given information: n=123 observations χ2=20.91.

Answered: +u, You estimate the model y =,+P,…

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

please interpret the model
Q12) If the slope of the regression equation y=b0+b1×x is equal to negative, then; 1. as x increases y decreases 2.. as x changes, y does not change 3.. Either a or b is correct 4.. as x decreases y increases
Detail all the steps involved in testing the hypothesis below for the linear regression model y = XB + e, where X = (50 x 6) for two cases. Ho: X3B3 + x4B4 = 0 На: x3B3 + x4B4 # 0
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?
Some non-linear regressions can also be estimated using a linear regression model (using 'linearization'). Assume that the data below show the selling prices y (in dollars) of a certain equipment against its age x (in years). We'd like to fit a non-linear regression in the form y = cd* to estimate parameters c and d from the data by linearizing the model through In y In c+ (In d)x = b, + b, x. y y 6381 3 5394 5673 4980 2 5740 4896 (Click the button to copy or download the data.) Using Excel ot other software, the non-linear regression model y = cd can be estimated as: y = D*. (Round c and d to four decimal places, inlcuding any zeros.)
Find the least square regression line.
Consider the accompanying data set of dependent and independent variables a. Perform a general stopwise regression using a 0.05 for the p-value to enter and to remove independent variables from the regression model b. Perform a residual analysis for the model developed in part a to verify that the regression conditions are met Click the icon to view the data a. Use technology to perform the general stepwise regression What is the resulting regression equation? Note that the coefficient is 0 for any variable that was removed or not significant -0.69 (050), (050)+(018) - X (Round to two decimal places as needed) • Data Table: y 63 43 51 49 40 42 23 37 30 27 20 31 FR 74 63 78 3534 52 44 47 35 17 15 20 17 Print X₂ 21 259. 15 9 38 18 17 5 40 27 30 33 x₂ 22 aadosa 2NNG 29 20 17 13 17 8 15 10 10 Done 1
A local community college reported that the average SAT score of its students is 960 with a standard deviation of 82. If a student scored 975 on the SAT, what is the student's z score? Did the student do better or worse on the SAT compared to the average student in the college?
The table shows the numbers of new-vehicle sales (in thousands) in the United States for Company A and Company B for 10 years. The equation of the regression line is ModifyingAbove y with caret equals 0.993 x plus 1 comma 195.82y=0.993x+1,195.82. Complete parts (a) and (b) below. New-vehicle sales left parenthesis Company Upper A right parenthesis comma x(Company A), x 4 comma 1674,167 3 comma 8823,882 3 comma 5693,569 3 comma 4433,443 3 comma 2993,299 3 comma 1173,117 2 comma 8372,837 2 comma 4982,498 1 comma 9401,940 2 comma 0842,084 New-vehicle sales left parenthesis Company Upper B right parenthesis comma y(Company B), y 4 comma 9204,920 4 comma 8444,844 4 comma 8374,837 4 comma 7104,710 4 comma 6754,675 4 comma 4284,428 4 comma 6604,660 3 comma 8323,832 2 comma 9272,927 2 comma 7532,753 Question content area bottom Part 1 (a) Find the coefficient of determination and interpret the result.…
A company studying the productivity of its employees on a new information system was interested in determingg if the age (X) of data entry opeertors influenced the number of completed entries made per hour (Y). The regression equation is y = 14.374 - 0.145x Suppose the acyual completed entries per hour for an operator who is 35 years old was 8. The residual is:
In a fisheries researchers experiment the correlation between the number of eggs in tge nest and the number of viable (surviving ) eggs for a sample of nests is r=0.67 the equation of the regression line for number of viable eggs y versus number of eggs in the nest x is y =0.72x + 17.07 for a nest with 140 eggs what is the predicted number of viable eggs ?
Age of Senators The average age of senators in the 108" Congress was 57.5 years. If the standard deviation was 13 years, find the z-scores corresponding to the oldest and youngest senators of age 84 and 41. Round z scores to two decimal places. Part: 0 / 2 Part 1 of 2 The z-score corresponding to the oldest senator of age 84 is

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