04_OrLeSq

04_OrLeSq

University

5 Qs

quiz-placeholder

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TOPIC 3: PANEL DATA MODELS - POOLED OLS

TOPIC 3: PANEL DATA MODELS - POOLED OLS

University

5 Qs

04_OrLeSq

04_OrLeSq

Assessment

Quiz

Other

University

Hard

Created by

Ira Simankova

Used 3+ times

FREE Resource

5 questions

Show all answers

1.

MULTIPLE CHOICE QUESTION

45 sec • 5 pts

What is the objective function of OLS?

Sum of squared residuals

Sum of absolute residuals

Cross-products of residuals and X variables

Average of squared residuals

2.

MULTIPLE CHOICE QUESTION

45 sec • 5 pts

Choose a correct statement. According to the notation in our course:

b is the estimate, beta is the estimator, beta_hat is true population parameter

b is the estimator, beta is the estimate, beta_hat is true population parameter

b is the true population parameter, beta is the estimator, beta_hat is the estimate

b is the estimator, beta is the true population parameter, beta_hat is the estimate

3.

MULTIPLE CHOICE QUESTION

45 sec • 5 pts

Solving the minimization problem of OLS, we take the derivative of the objective function with respect to:

X

y

residuals

b

4.

MULTIPLE CHOICE QUESTION

45 sec • 5 pts

Can you estimate a model with 15 independent variables having 14 observations in your sample using OLS?

Yes

No

5.

MULTIPLE CHOICE QUESTION

45 sec • 5 pts

How can you transform matrices into data format in Stata?

mat matrixname

todata matrixname

svmat matrixname

gen variablename = matrixname