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ex2_2011 (1)

# ex2_2011 (1) - Sociology 63993 Exam 2 April 1 2011 I...

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Sociology 63993—Exam 2—Page 1 S o c i o l o g y 63993 E x a m 2 A p r i l 1 , 2 0 1 1 I. True-False. (20 points) Indicate whether the following statements are true or false. If false, briefly explain why. 1. A researcher computes a variable X 4 = X 2 + X 3 . She then estimates the following two models using OLS regression: Y = 1 X 1 + 2 X 2 + 3 X 3 + Y = 1 X 1 + 4 X 4 + She can use an incremental F test to determine which of these two models is better. 2. A researcher runs the following: . webuse nhanes2f, clear . gen femage = female * age . reg health female age femage Source | SS df MS Number of obs = 10335 -------------+------------------------------ F( 3, 10331) = 549.60 Model | 2069.28161 3 689.760537 Prob > F = 0.0000 Residual | 12965.7398 10331 1.2550324 R-squared = 0.1376 -------------+------------------------------ Adj R-squared = 0.1374 Total | 15035.0214 10334 1.4549082 Root MSE = 1.1203 ------------------------------------------------------------------------------ health | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- female | -.2752255 .0648373 -4.24 0.000 -.4023191 -.1481319 age | -.0280887 .0009315 -30.15 0.000 -.0299146 -.0262627 femage | .0043295 .0012822 3.38 0.001 .0018162 .0068428 _cons | 4.78594 .0469616 101.91 0.000 4.693886 4.877994 ------------------------------------------------------------------------------ These results show that age has a negative effect on the health of males and a positive effect on the health of females. 3. A researcher has included several extraneous variables in her model. The larger her sample, the more serious this problem will be. 4. A researcher regresses income on education. She does not include any dummy variables or interaction terms involving gender. One implication of this model is that, if it is true, the mean income for men will be the same as the mean income for women.

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Sociology 63993—Exam 2—Page 2 5. A researcher is interested in the relationship between bmi (Body Mass Index) and health. She does the following: . webuse nhanes2f, clear . gen bmi = weight/ (height/100)^2 . gen bmi2 = bmi * bmi . reg health bmi bmi2 Source | SS df MS Number of obs = 10335 -------------+------------------------------ F( 2, 10332) = 111.24 Model | 316.928298 2 158.464149 Prob > F = 0.0000 Residual | 14718.0931 10332 1.4245154 R-squared = 0.0211 -------------+------------------------------ Adj R-squared = 0.0209 Total | 15035.0214 10334 1.4549082 Root MSE = 1.1935 ------------------------------------------------------------------------------ health | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- bmi | .0072049 .0152456 0.47 0.637 -.0226794 .0370892 bmi2 | -.0007416 .0002646 -2.80 0.005 -.0012601 -.000223 _cons | 3.731409 .2147848 17.37 0.000 3.31039 4.152429 ------------------------------------------------------------------------------
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ex2_2011 (1) - Sociology 63993 Exam 2 April 1 2011 I...

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