Unformatted text preview: OLS by “hand" (show all workings)
I A) Estimate
31 and £2 and 33 I B) Give the SE for the
betas. I C) Give the 95%
confidence interval for [3’2 and explain whether it is statistically
significant or not. I D) Also give the t-stat and test the significance
of X3 ,i.e., test H0: )63 = 0 I E) Find T88, E88, and R88.
- F) Find 132:1de2
I G) Test the overall significance if the regression, i.e. H0: 52 =53 = 0 I H) Test whether the coefficients of X2 and X3 are
equal in magnitude but opposite in signs That is H0: 52 +133 = 0 note: Assume normal distribution holds (use normal table instead of
students-t table for critical values) ...
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- Spring '10