经济统计计量模型Chapter 2

经济统计计量模型Chapter 2

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时间:2019-09-19

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1、Chapter21.Adependentvariableisalsoknownasa(n)_____.a.explanatoryvariableb.controlvariablec.predictorvariabled.responsevariableAnswer:dDifficulty:EasyBloom’s:KnowledgeA-Head:DefinitionoftheSimpleRegressionModelBUSPROG:Feedback:Adependentvariableisknownasaresponsev

2、ariable.2.Ifachangeinvariablexcausesachangeinvariabley,variablexiscalledthe_____.a.dependentvariableb.explainedvariablec.explanatoryvariabled.responsevariableAnswer:cDifficulty:EasyBloom’s:ComprehensionA-Head:DefinitionoftheSimpleRegressionModelBUSPROG:Feedback:I

3、fachangeinvariablexcausesachangeinvariabley,variablexiscalledtheindependentvariableortheexplanatoryvariable.3.Intheequationy=β0+β1x+u,β0isthe_____.a.dependentvariableb.independentvariablec.slopeparameterd.interceptparameterAnswer:dDifficulty:EasyBloom’s:Knowledge

4、A-Head:DefinitionoftheSimpleRegressionModelBUSPROG:Feedback:Intheequationy=β0+β1x+u,β0istheinterceptparameter.©2014CengageLearning.AllRightsReserved.Maynotbescanned,copiedorduplicated,orpostedtoapubliclyaccessiblewebsite,inwholeorinpart.4.Intheequationy=β0+β1x+u,

5、whatistheestimatedvalueofβ0?a.y-β1xb.y+β1xc.i=1n(xi-x)(yi-y)i=1n(xi)2d.i=1nxyAnswer:aDifficulty:EasyBloom’s:KnowledgeA-Head:DerivingtheOrdinaryLeastSquaresEstimatesBUSPROG:Feedback:Theestimatedvalueofβ0isy-β1x.5.Intheequationc=β0+β1i+u,cdenotesconsumptionandideno

6、tesincome.Whatistheresidualforthe5thobservationifc5=$500andc5=$475?a.$975b.$300c.$25d.$50Answer:cDifficulty:EasyBloom’s:KnowledgeA-Head:DerivingtheOrdinaryLeastSquaresEstimatesBUSPROG:Feedback:Theformulaforcalculatingtheresidualfortheithobservationisui=yi-yi.Inth

7、iscase,theresidualisu5=c5-c5=$500-$475=$25.6.Whatdoestheequationy=β0+β1xdenoteiftheregressionequationisy=β0+β1x1+u?a.Theexplainedsumofsquaresb.Thetotalsumofsquaresc.Thesampleregressionfunctiond.ThepopulationregressionfunctionAnswer:cDifficulty:EasyBloom’s:Knowled

8、geA-Head:DerivingtheOrdinaryLeastSquaresEstimatesBUSPROG:©2014CengageLearning.AllRightsReserved.Maynotbescanned,copiedorduplicated,orpostedtoapubliclyaccessibl

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