ex1_2010ak - Sociology 63993 Exam 1 Answer Key [DRAFT]...

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Sociology 63993—Exam 1—Page 1 Sociology 63993 Exam 1 Answer Key [DRAFT] 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. False (unless she is using an incredibly small P value). All variables are highly significant so none would get dropped in backwards stepwise regression. To confirm, . sw, pr(.001): reg health female black rural begin with full model p < 0.0010 for all terms in model 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 ------------------------------------------------------------------------------
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Sociology 63993—Exam 1—Page 2 2. Serial correlation causes OLS estimates to be biased. False.
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ex1_2010ak - Sociology 63993 Exam 1 Answer Key [DRAFT]...

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