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: Which of the following is NOT a good reason for including a disturbance term in a regression equation?
A. It captures omitted determinants of the dependent variable
B. To allow for the non-zero mean of the dependent variable
C. To allow for errors in the measurement of the dependent variable
D. To allow for random influences on the dependent variable
30/08/2021 8 Lượt xem
Câu 2: Consider a standard normally distributed variable, a t-distributed variable with d degrees of freedom, and an F-distributed variable with (1, d) degrees of freedom. Which of the following statements is FALSE?
A. The standard normal is a special case of the t-distribution, the square of which is a special case of the F-distribution
B. Since the three distributions are related, the 5% critical values from each will be the same
C. Asymptotically, a given test conducted using any of the three distributions will lead to the same conclusion
D. The normal and t- distributions are symmetric about zero while the F- takes only positive values
30/08/2021 9 Lượt xem
Câu 3: Which of the following is the correct value for?
A. 2.89
B. 1.30
C. 0.84
D. We cannot determine the value of from the information given in the question
30/08/2021 8 Lượt xem
Câu 4: 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 5: Consider an increase in the size of the test used to examine a hypothesis from 5% to 10%. Which one of the following would be an implication?
A. The probability of a Type I error is increased
B. The probability of a Type II error is increased
C. The rejection criterion has become more strict
D. The null hypothesis will be rejected less often
30/08/2021 7 Lượt xem
Câu 6: Which of the following is the most accurate definition of the term “the OLS estimator”?
A. It comprises the numerical values obtained from OLS estimation
B. It is a formula that, when applied to the data, will yield the parameter estimates
C. It is equivalent to the term “the OLS estimate”
D. It is a collection of all of the data used to estimate a linear regression model.
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
- 6.4K
- 722
- 20
-
10 người đang thi
- 652.2K
- 154
- 20
-
93 người đang thi
- 1.4K
- 45
- 20
-
92 người đang thi
- 1.7K
- 126
- 20
-
15 người đang thi
Chia sẻ:
Đăng Nhập để viết bình luận