econ466mt2 - Economics 466: Introductory Econometrics State...

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Economics 466: Introductory Econometrics State University of New York at Binghamton Department of Economics Fall 2011 Midterm II Theexamcons istso fthreequest ionsonthree pages. Each question is of equal value. 1. Consider the F -statistic discussed in class (the subscript u refers to the unrestricted model and the subscript r refers to the restricted model) F = ¡ R 2 u R 2 r ¢ /q (1 R 2 u ) / ( n k 1) (a) De f ne each component on the right hand side of the equation. (b) Using this F -statistic (the one in terms of R-squared, R 2 ), derive the F -statistic in terms of the residual sum of squares ( SSR ) formulation. Show your work. (c) De f ne .Doe s need a subscript for r or u ? If so, why? If not, why not? (d) De f ne SST s need a subscript for r or u ? If so, why? If not, why not? 1
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2. Consider the regression model y i = α + βx i + γx 2 i + u i , i =1 , 2 ,...n . Whereweassumethat α> 0, β> 0and γ< 0. In the scatter plot below, please note the following: (a) Label the axes and draw and label the estimated regression curve.
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This note was uploaded on 02/02/2012 for the course ECON 466 taught by Professor Henderson during the Fall '08 term at Binghamton University.

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econ466mt2 - Economics 466: Introductory Econometrics State...

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