# ex11 - EC0220 Exercise set 11 1a Given your estimates of a...

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Unformatted text preview: EC0220 Exercise set 11 1a) Given your estimates of a, B and 62 in question 13 of Exercise set 9/10 what would the variance of the prediction of Y be for X = 20, what would the variance be if it were a forecast. 1b) Test the hypothesis that the true predicted Y is greater than 42. 1c) Test the hypothesis that the true forecasted Y is greater than 42. 2a) Show that the prediction and forecast of Y given X based upon the OLS estimate of y for the model used in exercises 1 through 4 of Exercise set 9/ 10 is unbiased. 2b) Derive the variance of the prediction and forecast of Y given X for the model used in exercises 1 through 4 of Exercise set 9/ 10. 26) Based upon you estimates of y and 02 in question 5 construct a 95% conﬁdence interval for the prediction and forecast of Y when X is 2.5. 3. Calculate the correlation coefﬁcient R2 and F test for the model in question 13 of Exercise set 9/1 0. 4. Calculate the correlation coeﬁicient R2 and F test for the model in question 4 of Exercise set 9/10. .v gab 2 8.58 00m MHz—30m lllllllllllllllnllllllllllll 98¢ odoo QR c.93— Shvm owaﬁ 3.3m Qwoo odo— 20: 8.8 992 3.: nag vdﬁ. m; 5— 3.3 \$.94. 26 k Road 386 . 32.6 28.6 386 33.9 836 «m3... 386 mum 3.0 _8 8.83 .888 3.28 8688 8.938 G.» .8 3o— : and: amgdl caged! ma~86l Snood! nvgdl Fmoodl 3~86I 3.8.ol «88.9... \$3 A138 2.33 Grammy \$.38 8.358 8.968 a.me \$.28 :15 \$96 85¢ 28.: 8a.: ovmad Emu... 326 \$2.: 38.: wot 82.: :25 an; \$50 5.3 \$33 \$38 58.”: 68.8 mammal aath can. — I vocadl ﬁcvdl 326! X \$.ol 88.: 83.: 5 62.9 63.8 .3. _ c 83\$ :38 \$8. : \$93 93.8 \$2.3 Quodl 232T \$62 I 3.2.: \$86! mencdl 386! Sn 3| vondI «G 38.8 688 A368 :38 3.3.: 93.8 3...”: 93.8 83.8 38d| 886 SSOI 386 \$86 38.8 :26 \$86 \$3.: 5 385 32 .m 3— ~ .v awn 22 .v 2.3.6 336 33% Ram.» .5350 flll'li’lf a m n o m w n a _ lillllllllllllll 23 3.5.5 .955 558:3 .3 =2: .6.— mcougcu REES cod-E54".— 3. mam—<8. odnu 3.2 QR 9.30 3.2% 363 cduﬁ 34h 98 802 Sod 2.3 Haw.» 8.3 3.8 (3— mad— nomi v36 m an: 3: ~32. 8: m8; NM: So.— 83 3°.— mum «3—6 3:6 named 083 Sn 8 .c \$2.9 33.0 386 mm 36 N 1 am. _ 5 \$2.3 68.8 833 Game 3.3 c 933 63.: Gad: \$-dl «SST 88.el SEAT «831 \$2.? camodl Gaol Gael uz £6.28 A865 938 3.85 9.38 \$.33 2938 :38 88.8 383T 5896.. 3 ~86! 353T E Scdl nm—Sdl Socodl 88ch «288... \$9 \$38 :25 33.8 8.35 3.83 338 €20 9.3.8 88.8 £86 33... «~26 5.26 can — .o 3m 3 536 \$8.: 82 .c mo< \$8.8 38.8 1 93.8 885 8.. _ : \$8.8 \$8.3 65\$ :26 ev—udl I SEAT Randl Somdl 39de Sad 33..” I 5 9.8.8 63.8 t 88.8 28.8 83.8 23.8 93.8 3:0 2.». — d 32.9! I wowed men—GI momodl «Sudl moo—6| S Edi S 93.8 23.3 3068 388 9.9.8 2?.8 88.8 98.8 88.8 3.36 2.36 22..” :86 21 6 SN; 23.: 83.6 ~8ch .Q 895 82.8.. SEN 83¢ 88.. \$8.... #36 Snow 236 2.8980 m a h o n v m N _ Eo— otSGO .26..» 53853 3 Eat 5.. 83% 3558 cos—£81"— Ni mum—<8. ...
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## This note was uploaded on 03/23/2011 for the course ECONOMICS 209 taught by Professor Kambourov during the Spring '11 term at University of Toronto.

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ex11 - EC0220 Exercise set 11 1a Given your estimates of a...

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