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 EconomíaEconometría jcalonso@icesi.edu.co sem01-2007Quiz # 4Chapter 6 and 7Suggested AnswersGroup 3Econometrics 06216Name_____________________________Notes: Choose the best answer You have 5 minutes to solve out this quiz1. One of the following sentences is not true, choose the appropriatea. When a regressor is added to a model the adjusted 2R  can get lower b. When a regressor is added to a model the 2R can not get lowerc. When a regressor is added to a model the adjusted 2R can not get higher d. None of the aboveAnswer c2. A good estimator for   isa.1T TX X X Y   b. T TX X X Y    c. T TXX X Y    d. None of the aboveAnswer d3. One of the following is a Gauss-Markov assumption (in matrix form)a. Y X  b.   0iE  c. TE cI   d. 0TE    Answer c4. One of the following sentences is true, choose the appropriatea. The type I error occurs when we reject a true null hypothesis b. The type II error occurs when we reject a true null hypothesis c. The type I error occurs when we reject a null hypothesis d. The type II error occurs when we fail to reject a false null hypothesis Answer d  or a5. In the model 0 1 2i i i iS I I M     , where 1i iI X  and 2i i iI M X ,the variable 2iX  is called:a. Interaction term, because in this model the change in ( )iE S  resulting from a change in iI  depends on iM , and not vice versa. Universidad Icesi Departamento de EconomíaEconometría jcalonso@icesi.edu.co sem01-2007b. Binary variable, because in this model the change in ( )iE S  resulting from a change in iI  depends on iM , and vice versa. c. Interaction term, because in this model the change in ( )iE S  resulting from a change in iM  depends on iI  and vice versa. d. None of the above Answer c

Quiz # 4 Chapter 6 and 7 Suggested Answers Group 3 Econometrics 06216

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Quiz # 4 Chapter 6 and 7 Suggested Answers Group 3 Econometrics 06216

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