Quiz de Econometría, código 06216. Elaborado por el profesor Julio César Alonso Cifuentes, de la Facultad de Ciencias Administrativas y Económicas – Universidad Icesi. Contiene preguntas y respuestas

Alonso Cifuentes, Julio César

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Universidad Icesi   Departamento de Economía  Econometría  jcalonso@icesi.edu.coQuiz # 5 Chapter 9 Suggested Answers Econometrics 06216  Name_____________________________   • Choose the MOST CORRECT answer • You have 5 minutes to solve out this quiz   1. If you have an F-statistic of 653.45, and you are testing the global significance of your model, you are rejecting one of the next null hypothesis:  a. At least one of the coefficients is statistically different from zero. b. All coefficients are simultaneously equal to zero. c. At least one of the coefficients is equal to zero. d. All of the above could be solved with an F-test. e. None of the above.  2. If you have an F-statistic of 653.45, and you are testing the global significance of your model, you can conclude that:  a. At least one of the coefficients is statistically different from zero. b. All coefficients are simultaneously equal to zero. c. At least one of the coefficients is equal to zero. d. There is not enough information to decide. e. None of the above. 3. The relationship between the F-statistic and the coefficient of determination is:  a. Direct b. Inverse c. There is no relationship d. There is a relationship but is not described here.   4. Complete the sentence: The t-statistic with (n-k-1) degrees of freedom is simply ______________ of an F-statistic with ______ and (n-k-1) degrees of freedom.  a. The squared root; k. b. The squared root; 1. c. The same; k. d. The same; 1.   5. A linear regression model has been estimated using a very large sample and an Fstatistic for a certain hypothesis has been calculated to be -4.5 (the level of significance is 5%): a. The hypothesis is not rejected because -4.5 < 0. b. The hypothesis is rejected because -4.5 < -1.96. c. The F-statistic has not been calculated correctly. d. There is insufficient information to determine the outcome of the test.        Sem01-2008 

Quiz # 5 Chapter 9 Suggested Answers Econometrics 06216

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Quiz # 5 Chapter 9 Suggested Answers Econometrics 06216

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