答案和详解如下： Q13. What is the sum of squared errors (SSE)? A) 128. B) 23,644. C) 23,515. Correct answer is A) SSE = SST − RSS = 23,644 − 23,516 = 128 Q14. What is the value of R2? A) 0.9946. B) 0.0055. C) 0.9471. Correct answer is A) R2 = RSS / SST = 23,516 / 23,644 = 0.9946. Q15. Is the intercept term statistically significant at the 5% level of significance and the 1% level of significance, respectively? 1% 5% A) Yes Yes B) Yes No C) No No Correct answer is A) The test statistic is t = b / std error of b = 5.29 / 1.615 = 3.2755. Critical t-values are ± 2.101 for the degrees of freedom = n − k − 1 = 18 for alpha = 0.05. For alpha = 0.01, critical t-values are ± 2.878. At both levels (two-tailed tests) we can reject H0 that b = 0. Q16. What is the value of the F-statistic?
A) 0.0003.
B) 0.9945.
C) 3,359.
Correct answer is C) F = mean square regression / mean square error = 23,516 / 7 = 3,359.
Q17. Heteroskedasticity can be defined as:
A) independent variables that are correlated with each other.
B) nonconstant variance of the error terms.
C) error terms that are dependent.
Correct answer is B) Heteroskedasticity occurs when the variance of the residuals is not the same across all observations in the sample. Autocorrelation refers to dependent error terms.
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发表于 2009-1-7 14:49
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