Chapter+5

Chapter+5 - Instruc ctor H.H Kim 1 ometrics Econo Testing...

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Instruc Testing - T ctor : H.H. g Hypothe Two-sided o Rev o Test o Exa Kim sis About d Hypothe view : testi ting hypot mple : Tes One of th sis Conce ing hypoth theses ab st Score a 1 e Regress erning heses abo out the slo nd Studen sion Coeffi out the po ope β nt-Teache icients opulation m er Ratio Econo mean ometrics

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Fall 2011 Rutgers University 2 o One-sided Hypothesis concerning o Testing Hypothesis About the Intercept Exercise 1 - Suppose that a researcher, using data on class size (CS) and average test scores from 100 third-grade classes, estimates the OLS regression, TestScore = 520.4 - 5.82 x CS, R 2 =0.08, SER=11.5 (20.4) (2.21) Q. Calculate the p-value for the two-sided test of the null hypothesis, ܪ ൌ0 . Do you reject the null hypothesis at 5% level? At the 1% level? Q. Calculate the p-value for the two-sided test of the null hypothesis, ܪ ൌെ5 .6 . Do you reject the null hypothesis at 5% level? At
Instructor : H.H. Kim Econometrics

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This note was uploaded on 02/13/2012 for the course ECONOMICS 322 taught by Professor Derekdelia during the Fall '09 term at Rutgers.

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Chapter+5 - Instruc ctor H.H Kim 1 ometrics Econo Testing...

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