Homework1 - Mehmet Soytas Wednesday Applied Econometrics I Summer 2009(due Monday Homework Assignment 1 1 Show that the.rst least squares

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Mehmet Soytas Applied Econometrics I, Summer, 2009 Wednesday, May 13, 2009 (due: Monday, May 18, 2009) Homework Assignment 1 E ( u i j X i ) = 0 , implies that E ( Y i j X i ) = & 0 + 1 X i . 2. Write down the expressions for the R 2 for the regression of Y on X and then X on Y . Compare them. 3. Go to the web address http://wps.aw.com/aw_stock_ie_2/50/13016/3332253.cw/index.html. Down- load the data "California Test Score Data Used in Chapters 4-9". Replicate the regression result we saw in the lecture. Basically run a regression of testscr on str Calculate the e±ect of reducing str by 2 on the test score by using the predicted regression result. Conduct a hypothesis test on the coe¢ cient ^ & 0 where the null hypothesis is; H 0 : ^ & 0 = 690 Conduct a hypothesis test on the coe¢ cient ^ 1 where the null hypothesis is; H 0 : ^ 1 = 0 Construct %95 and %99 Conduct a hypothesis test on the coe¢ cient
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This note was uploaded on 07/02/2009 for the course ECON 1150 taught by Professor Staff during the Summer '08 term at Pittsburgh.

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Homework1 - Mehmet Soytas Wednesday Applied Econometrics I Summer 2009(due Monday Homework Assignment 1 1 Show that the.rst least squares

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