Câu hỏi: 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

Câu 1: 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

Câu 2: Two researchers have identical models, data, coefficients and standard error estimates. They test the same hypothesis using a two-sided alternative, but researcher 1 uses a 5% size of test while researcher 2 uses a 10% test. Which one of the following statements is correct?

A. Researcher 2 will use a larger critical value from the t-tables

B. Researcher 2 will have a higher probability of type I error

C. Researcher 1 will be more likely to reject the null hypothesis

D. Both researchers will always reach the same conclusion

Câu 3: 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

Câu 4: Which one of the following is NOT an assumption of the classical linear regression model?

A. The explanatory variables are uncorrelated with the error terms

B. The disturbance terms have zero mean

C. The dependent variable is not correlated with the disturbance terms

D. The disturbance terms are independent of one another

Câu 5: 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

Câu 6: The value of the Durbin Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this? 

A. The residuals are positively autocorrelated

B. The residuals are negatively autocorrelated

C. There is no autocorrelation in the residuals

D. The test statistic has fallen in the intermediate region