04_OrLeSq

Quiz
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Other
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University
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Hard

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
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