Câu hỏi: Which of the following is a correct interpretation of a “95% confidence interval” for a regression parameter?
A. We are 95% sure that the interval contains the true value of the parameter
B. We are 95% sure that our estimate of the coefficient is correct
C. We are 95% sure that the interval contains our estimate of the coefficient
D. In repeated samples, we would derive the same estimate for the coefficient 95% of the time
Câu 1: The type I error associated with testing a hypothesis is equal to:
A. One minus the type II error
B. The confidence level
C. The size of the test
D. The size of the sample
30/08/2021 8 Lượt xem
Câu 2: Which of the following statements is correct concerning the conditions required for OLS to be a usable estimation technique?
A. The model must be linear in the parameters
B. The model must be linear in the variables
C. The model must be linear in the variables and the parameters
D. The model must be linear in the residuals
30/08/2021 7 Lượt xem
Câu 3: Which of the following would NOT be a potential remedy for the problem of multicollinearity between regressors?
A. Removing one of the explanatory variables
B. Transforming the data into logarithms
C. Transforming two of the explanatory variables into ratios
D. Collecting higher frequency data on all of the variables
30/08/2021 9 Lượt xem
Câu 4: What result is proved by the Gauss-Markov theorem?
A. That OLS gives unbiased coefficient estimates
B. That OLS gives minimum variance coefficient estimates
C. That OLS gives minimum variance coefficient estimates only among the class of linear unbiased estimators
D. That OLS ensures that the errors are distributed normally
30/08/2021 9 Lượt xem
Câu 5: What is the relationship, if any, between the normal and t-distributions?
A. A t-distribution with zero degrees of freedom is a normal
B. A t-distribution with one degree of freedom is a normal
C. A t-distribution with infinite degrees of freedom is a normal
D. There is no relationship between the two distributions
30/08/2021 9 Lượt xem
Câu 6: What is the relationship, if any, between t-distributed and F-distributed random variables?
A. A t-variate with z degrees of freedom is also an F(1, z)
B. The square of a t-variate with z degrees of freedom is also an F(1, z)
C. A t-variate with z degrees of freedom is also an F(z, 1)
D. There is no relationship between the two distributions
30/08/2021 8 Lượt xem

Câu hỏi trong đề: Bộ câu hỏi trắc nghiệm môn Kinh tế lượng - Phần 4
- 21 Lượt thi
- 30 Phút
- 20 Câu hỏi
- Sinh viên
Cùng chủ đề Bộ câu hỏi trắc nghiệm môn Kinh tế lượng có đáp án
- 5.8K
- 716
- 20
-
45 người đang thi
- 587.7K
- 153
- 20
-
40 người đang thi
- 1.1K
- 45
- 20
-
41 người đang thi
- 1.4K
- 126
- 20
-
43 người đang thi
Chia sẻ:
Đăng Nhập để viết bình luận