are106-midterm-1

are106-midterm-1 - Econometrics Midterm I ARE 106 Havenner...

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October 24, 2008 Econometrics Midterm I ARE 106 Havenner Three questions on two pages. Use 5% significance levels unless otherwise indicated. Closed book. Answer all questions. Bracketed values are points for the questions. Note that the last question has 62 'points in total. The following formulas mayor may not be of use: For any random variables Y and Z: Cov(Y,Z) =E[Y -E(Y)] [Z -E(Z)] Corr(Y,Z) = Cov (Y,Z)/[""Var(Y) ""Var(Z)] P(Y - tAlZ,n -zSf $, E (Yo) $, Y + tAlZ,n -z Sf) = 1 - A where A is the statistical significance level For the simple linear regression model analyzed in class: A ~Xj-X)(Yj-Y) Z c,z (,z (3= ~Xj_X)2' S~ = ~xj-xf'=='s.a n Z A Z AZ S == 0 = LUi I (n - 2) i=1 i I I I I 1. As you know from the class notes (pages 5b-e) there has been aconjecture that exposure to florescent lights causes skin cancer. A small US study noted that office workers often develop skin cancer, and a much larger UK study found the correlation between hours of exposure to florescent lighting and developing skin cancer to be large and statistically significant. Does this convince you that florescent
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are106-midterm-1 - Econometrics Midterm I ARE 106 Havenner...

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