Heteroskedasticity is a problem with the a. dependant variables b. independent vriables...
Heteroskedasticity is a problem with the
a. dependant variables
b. independent vriables
c. the error term
d. the choice of variables and what has been ommitted
Does ommitting a variable in our regression always cause OMMITTED VARIABLE BIAS
a. Yes
b. “Yes, if the R^2 is low"
c. No
d. “Yes, if the R^2 is high"
Imperfect multicolinearity
a. affects the standard errors
b. affects the Y variable
c. affects the values of the X variable
d. requires the correlation between two variables to be either -1 or 1
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Heteroskedasticity is a problem with the
a. dependant variables
b. independent vriables...
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1.Which variables are statistically significant at the 5%
level?
2.Which variables are statistically significant at the 10%
level?
3.Which variables are insignificant?
4.Please present the correlation matrix of the independent
variables.
5.Please run the White test for heteroskedasticity, with
cross-products AND PRESENT YOUR RESULTS. Please explain whether the
test is significant or not.
6.If the White test is significant, please present the
heteroskedasticity-consistent White regression results.
7.Can you test this model for autocorrelation? Why of why not?
If you do,...
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1.Which variables are statistically significant at the 5%
level?
2.Which variables are statistically significant at the 10%
level?
3.Which variables are insignificant?
4.Please present the correlation matrix of the independent
variables.
5.Please run the White test for heteroskedasticity, with
cross-products AND PRESENT YOUR RESULTS. Please explain whether the
test is significant or not.
6.If the White test is significant, please present the
heteroskedasticity-consistent White regression results.
7.Can you test this model for autocorrelation? Why of why not?
If you do,...
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