econometric question

econometric question

Subject: Engineering    / General Engineering

Question

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The question numbers below refer to Dougherty: Introduction to Econometrics (2011) 4th edition.
1) Answer question 3.7 from Dougherty. (Recall that the interpretation of a coefficient is the effect of a
1 unit change in the associated variable keeping all other variables constant.)

2) Answer question 3.13 from Dougherty.

3) Suppose that the R2 value in question 3.13 is 0.08. Test the hypothesis that neither aspect of study
time is relevant for explaining the variability in M at the 5% and 1% levels. (Be sure to state the null
hypothesis, the alternative hypothesis, the test statistic and the relevant critical values, as well as the test
outcomes and interpretations).

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4) Discuss whether the results in 3) above are consistent with the t-tests performed to answer question
3.13.

5) Answer question 4.2 from Dougherty.
6) Answer question 4.3 from Dougherty.

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