Q53. Rains asks his students to test the null hypothesis that states for every new well drilled, profits will be increased by the given multiple of the coefficient, all other factors remaining constant. The appropriate hypotheses for this two-tailed test can best be stated as: A) H0: b1 ≤ 0.98 versus Ha: b1 > 0.98. B) H0: b1 = 0.98 versus Ha: b1 ≠ 0.98. C) H0: b1 = 0.35 versus Ha: b1 ≠ 0.35.
Q54. Continuing with the analysis of Big Rig, Rains asks his students to calculate the mean squared error(MSE). Assume that the sum of squared errors (SSE) for the regression model is 359. A) 21.118. B) 17.956. C) 18.896.
Q55. Rains now wants to test the students’ knowledge of the use of the F-test and the interpretation of the F-statistic. Which of the following statements regarding the F-test and the F-statistic is the most correct? A) The F-statistic is used to test whether at least one independent variable in a set of independent variables explains a significant portion of the variation of the dependent variable. B) The F-test is usually formulated as a two-tailed test. C) The F-statistic is almost always formulated to test each independent variable separately, in order to identify which variable is the most statistically significant.
Q56. One of the main assumptions of a multiple regression model is that the variance of the residuals is constant across all observations in the sample. A violation of the assumption is known as: A) robust standard errors. B) heteroskedasticity. C) positive serial correlation.
Q57. Rains reminds his students that a common condition that can distort the results of a regression analysis is referred to as serial correlation. The presence of serial correlation can be detected through the use of: A) the Breusch-Pagen test. B) the Durbin-Watson statistic. C) the Hansen method.
[此贴子已经被作者于2009-1-8 13:38:07编辑过] | 
发表于 2009-1-8 13:35
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