Session3

Session3 - 1 Finance 271 Session 3 Financial Modeling and...

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1 Finance 271 Session 3 Financial Modeling and Econometrics Philip W. Wirtz The George Washington University
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2 Administrivia Technical difficulties in Duques 151 have been fixed SAS 9.2, not 9.1 Reminder: Clicker LCD’s Clicker verification form for Quiz 2 Course feedback: SUBMIT button, not SAVE button
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3 Quiz Begins
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4 1. You conduct a regression analysis of dependent variable Y on independent variable X. You discover that the printed p-value in your output is 0.40 . Based on this result, can you conclude with reasonable certainty 1 that “Y is not linearly related to X in the population”? Y is not linearly related to X in the population ? 0 No 1 Yes 0 0 2 Insufficient information to say 0 1 Please note that any question asking about “reasonable certainty” means “95% confident”.
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5 2. You conduct a regression analysis of dependent variable Y on independent variable X. You wish to determine whether Y is positively related to X in the population. You discover that the printed p-value in your utput is 0 02 and zero is not contained in the confidence output is 0.02 and zero is not contained in the confidence interval that you calculate for the slope. Based on this result, what can you conclude with reasonable certainty about the population? is not positively related to X 0 Y is not positively related to X 1 Y is positively related to X 2 Insufficient information to say whether Y is positively related 0 0 0 to X
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6 3. You wish to find the relationship between X (the dependent variable) and Y (the dependent variable) independent variable) and Y (the dependent variable), using five observations as data. Based on these sample data, what is the approximate value of the slope ? 0 -1,000 1 -100 - 0 0 0 000 4000 2 10 3 -1 4 0 5 1 0 0 0 0 000 2000 3000 Y 6 10 7 100 8 1,000 9 10,000 0 0 0 0 0 1000 1000 2000 3000 4000 5000 , X
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7 4. You wish to find the relationship between X (the dependent variable) and Y (the dependent variable) independent variable) and Y (the dependent variable), using five observations as data. Based on these sample data, what is the approximate value of the intercept ? 0 -4,000 1 -3,000 - ,000 0 0 000 4000 2 2,000 3 -1,000 4 0 5 1,000 0 0 0 0 000 2000 3000 Y 6 2,000 7 3,000 8 4,000 9 5,000 0 0 0 0 0 1000 1000 2000 3000 4000 5000 , X
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8 Data Please take 90 seconds to enter the data below into your computer. You will be making frequent reference to these data on the quiz, so please record them carefully . bservation Observation Y X 1 1,374 1,248 ,619 ,733 2 1,619 1,733 3 2,409 3,837 4 1,796 3,888 5 3,627 4,772
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9 5. Based on these sample data, what is the lower bound of a 95% confidence interval around the slope 1 ? 0 -0.12 1 -0.78 2 -1.44 0 0 0 Observation Y X 1 1,374 1,248 619 733 3 -2.10 4 -2.76 5 -3.42 08 0 0 0 2 1,619 1,733 3 2,409 3,837 4 1,796 3,888 6 -4.08 7 -4.74 8 -5.40 9 NOTA 2 0 0 0 0 1 To select the correct answer, identify that selection which is osest to the exact value or this question and all other 5 3,627 4,772 closest to the exact value. For this question and all other questions on the quiz, please use this rule to identify the correct response .
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This note was uploaded on 02/29/2012 for the course FINA 6271 taught by Professor Phillipwirtz,refiksoyer during the Fall '11 term at GWU.

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Session3 - 1 Finance 271 Session 3 Financial Modeling and...

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