超星 - 随堂测试7-5

单选题

Which of the following is a statistic that can be used to test hypotheses about a single population parameter?

A. F statistic
B. t statistic
C. χ2 statistic
Durbin Watson statistic

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单选题

Which of the following tools is used to test multiple linear restrictions?

A. t test
B. z test
C. F test
D. Unit root test

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单选题

The formula for the standard error of the regression coefficient, when moving from one explanatory variable to two explanatory variables,

A. stays the same.
B. changes, unless the second explanatory variable is a binary variable.
C. changes.
D. changes, unless you test for a null hypothesis that the addition regression coefficient is zero.

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单选题

When your multiple regression function includes a single omitted variable regressor, then

A. use a two-sided alternative hypothesis to check the influence of all included variables.
B. the estimator for your included regressors will be biased if at least one of the included variables is correlated with the omitted variable.
C. the estimator for your included regressors will always be biased.
D. lower the critical value to 1.645 from 1.96 in a two-sided alternative hypothesis to test the significance of the coefficients of the included variables.

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单选题

The OLS estimators of the coefficients in multiple regression will have omitted variable bias

A. only if an omitted determinant of Yi is a continuous variable.
B. if an omitted variable is correlated with at least one of the regressors, even though it is not a determinant of the dependent variable.
C. only if the omitted variable is not normally distributed.
D. if an omitted determinant of Yi is correlated with at least one of the regressors.

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单选题

All of the following are true, with the exception of one condition:

A. a high R2 or <img> does not mean that the regressors are a true cause of the dependent variable.
B. a high R2 or <img> does not mean that there is no omitted variable bias.
C. a high R2 or <img> always means that an added variable is statistically significant.
D. a high R2 or <img> does not necessarily mean that you have the most appropriate set of regressors.

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单选题

The general answer to the question of choosing the scale of the variables is

A. dependent on you whim.
B. to make the regression results easy to read and to interpret.
C. to ensure that the regression coefficients always lie between -1 and 1.
D. irrelevant because regardless of the scale of the variable, the regression coefficient is unaffected.

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单选题

If the estimates of the coefficients of interest change substantially across specifications,

A. then this can be expected from sample variation.
B. then you should change the scale of the variables to make the changes appear to be smaller.
C. then this often provides evidence that the original specification had omitted variable bias.
D. then choose the specification for which your coefficient of interest is most significant.

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单选题

Consider a regression with two variables, in which X1i is the variable of interest and X2i is the control variable. Conditional mean independence requires

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