06 Hyp testing

06 Hyp testing

University

5 Qs

quiz-placeholder

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06 Hyp testing

06 Hyp testing

Assessment

Quiz

Other

University

Hard

Created by

Ira Simankova

Used 5+ times

FREE Resource

5 questions

Show all answers

1.

MULTIPLE CHOICE QUESTION

45 sec • 5 pts

You are estimating a bivariate regression model with y on lhs, and x on rhs. There are 100 observations in your sample. What is the formula for the standard error of the coefficient before x?

2.

MULTIPLE CHOICE QUESTION

45 sec • 5 pts

In the true DGP there are two variables on the rhs, you are estimating a model with 3 variables (2 from DGP and 1 irrelevant). You try a random sample of 100 (estimation 1) and 500 (estimation 2) observations. You expect that

After estimation 1 standard errors are higher than after estimation 2.

After estimation 2 standard errors are higher than after estimation 1.

After estimation 2 standard errors are exactly the same as after estimation 1.

3.

MULTIPLE CHOICE QUESTION

45 sec • 5 pts

What is the correct statement?

Standard errors are used to calculate test statistic.

Standard errors are used to make inference.

Standard errors are reported in the Stata output of the regression estimation.

All of the above

4.

MULTIPLE CHOICE QUESTION

45 sec • 5 pts

After estimation you got y = 2.5 + 3.5*x, st.error of beta1 is 1, number of obs. is 421. Would you reject the null hypothesis of beta1 = 0.5 at 5% level?

Yes, as 3 is greater than roughly 2

Yes, as 3.5 is greater than roughly 2.

No, as 3 is greater than roughly 2.

No, as 3.5 is greater than roughly 2.

5.

MULTIPLE SELECT QUESTION

45 sec • 1 pt

Choose all the correct options: The critical value of t-test depends on:

Number of observations

Number of estimated parameters.

Significance level

Standard errors