ECON0701 - ECON0701 Econometrics Tutorial 3 2009 Sem 1...

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ECON0701 Econometrics Tutorial 3 2009 Sem 1 Angela Mak Question 1 a) 2 5 2 ) 1 ( 1 5 3 = + + + + = x 2 2 2 2 2 2 ) 2 2 ( ) 2 1 ( ) 2 1 ( ) 2 5 ( ) 2 3 ( 1 ) ( 1 + + + + = x x i 05 . 0 = b) ) ( 05 . 0 ) ( ) ( 2 x x x x x x i i i i = = ω 05 . 0 ) ( 1 2 = x x i Q { } 0 , 15 . 0 , 05 . 0 , 15 . 0 , 05 . 0 = i
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c) = 2 1 ) ( ) )( ( x x y y x x i i i β ) ( y y i i = ω = 2 ) ( ) ( x x x x i i i Q =-0.5 x y 1 0 = =3 ) 2 )( 5 . 0 ( 2 = i i x y + = 1 0 = i y {1.5, 0.5, 2.5, 3.5, 2} = i i i y y ε i = {3.5, -2.5, 0.5, -1.5, 0}
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d) 1 2 2 = k n i ε σ 1 1 5 0 ) 5 . 1 ( 5 . 0 ) 5 . 2 ( 5 . 3 2 2 2 2 2 + + + + = =7 e) = 2 2 1 ) ( ) ( x x Var i β =0.05 2 =0.35
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Question 2 a) File Æ Open Æ Foreign data as workfile Æ salary.dat Quick Æ Estimate: y c x 2 2 ) . . ( regression
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ECON0701 - ECON0701 Econometrics Tutorial 3 2009 Sem 1...

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