ex1_2010 - Sociology 63993 Exam 1 February 12, 2010 I....

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Sociology 63993—Exam 1—Page 1 Sociology 63993 Exam 1 February 12, 2010 I. True-False. (20 points) Indicate whether the following statements are true or false. If false, briefly explain why. 1. A researcher runs the following commands: . reg health female black rural Source | SS df MS Number of obs = 10335 -------------+------------------------------ F( 3, 10331) = 104.34 Model | 442.139589 3 147.379863 Prob > F = 0.0000 Residual | 14592.8818 10331 1.41253333 R-squared = 0.0294 -------------+------------------------------ Adj R-squared = 0.0291 Total | 15035.0214 10334 1.4549082 Root MSE = 1.1885 ------------------------------------------------------------------------------ health | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- female | -.082975 .0234247 -3.54 0.000 -.128892 -.037058 black | -.5846982 .0387848 -15.08 0.000 -.660724 -.5086724 rural | -.2782157 .0246852 -11.27 0.000 -.3266035 -.2298279 _cons | 3.621027 .0201806 179.43 0.000 3.581469 3.660585 ------------------------------------------------------------------------------ . pcorr2 health female black rural (obs=10335) Partial and Semipartial correlations of health with Variable | Partial SemiP Partial^2 SemiP^2 Sig. -------------+------------------------------------------------------------ female | -0.0348 -0.0343 0.0012 0.0012 0.000 black | -0.1467 -0.1461 0.0215 0.0214 0.000 rural | -0.1102 -0.1092 0.0121 0.0119 0.000 If she now does a backwards stepwise regression, the variable female will be dropped from the model. 2. Serial correlation causes OLS estimates to be biased. 3. The null and alternative hypotheses are H 0 : female = 0 H A : female > 0 In her analysis, the researcher finds that
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Sociology 63993—Exam 1—Page 2 . reg health female Source | SS df MS Number of obs = 10335 -------------+------------------------------ F( 1, 10333) = 10.62 Model | 15.4391056 1 15.4391056 Prob > F = 0.0011 Residual | 15019.5823 10333 1.45355485 R-squared = 0.0010 -------------+------------------------------ Adj R-squared = 0.0009 Total | 15035.0214 10334 1.4549082 Root MSE = 1.2056 ------------------------------------------------------------------------------ health | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- female | -.077398 .0237484 -3.26 0.001 -.1239495 -.0308465 _cons | 3.454471 .0172076 200.75 0.000 3.420741 3.488202 ------------------------------------------------------------------------------ If the researcher is using the .01 level of significance, she should NOT reject the null. 4. If you regress Y on X, and R 2 = 0, this means that there is no relationship between Y and X.
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This note was uploaded on 02/29/2012 for the course SOC 63993 taught by Professor Richardwilliams during the Spring '11 term at Notre Dame.

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ex1_2010 - Sociology 63993 Exam 1 February 12, 2010 I....

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