sol1 - Econometrics (ECMT 463-200) Summer II, 2007 Solution...

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1 Econometrics (ECMT 463-200) Summer II, 2007 Solution of Homework I Part I c c Part II 1. (1) E(X)=1 (2) E(X 2 )=0*0.25+1*0.5+4*0.25=1.5 (3) var(X)=0.25*(0-1) 2 +0.5*(1-1) 2 +0.25*(2-1) 2 =0.5 (4) E(3X+2)=3E(X)+2=5 Var(3X+2)=9var(X)=4.5 2. (1) n=10 Y_bar=10.2 std. dev. s=1.48 (2) t 0.025,9 =2.262 CI= ( , ) sT sT Y Y n n =(9.14, 11.26) (3) {t| |t|>2.262} (4) 10.2 10 10( ) 0.43 1.48 t , can’t reject null reject region: {t| |t|>2.262} (5) t 0.05,9 =1.83, can’t reject null reject region: {t| t >1.83} 3. (1) 6 . 0 100 60 ) ( ) )( ( ˆ 2 1 1 X X Y Y X X n i i i n i i (2) 26 . 1 40 100 60 100 2 ) ( ) )( ( ) ( 2 2 1 2 1 2 1 n X X Y Y X X Y y s n i i i n i i n i i -2.262 0.4 1.83 0.43
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2 (3) 36 . 0 100 * 100 3600 ) ( ) ( ) )( ( 2 1 2 1 2 1 2 Y y X X Y Y X X R n i i n i i i
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This note was uploaded on 09/12/2010 for the course GERAS 099876f taught by Professor Gtewewa during the Spring '09 term at Aberystwyth University.

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sol1 - Econometrics (ECMT 463-200) Summer II, 2007 Solution...

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