Econ 120A: Econometrics A
Prof. Heather L.R. Tierney
Chapter 9: Hypothesis Testing
(Wannacott and Wannacott, 4th Edition)
NOTE: We will be skipping the following topics:
Section 9.5: Operating Characteristic Curves (OCC).
P-value using the t-statistic in
Some important notes for 120B MT
R2 (Goodness of fits):
o
by the X-variable (explanatory variable)
o ie. 9.6% of variation in monthly salary is explained by IQ.
Standard Error of Regression (SER)
o A measure of spread of the observation around the regress
Economics 120B
Fall 2012
Dr. Maria Cndido
Student Name:_
Student ID:_
Name of Student to your right:_
Name of Student to your left: _
Economics 120B Midterm Examination
Fall Quarter
November 8th, 2012
Version A
Instructions:
a.
You have 80 minutes to fini
Economics 120B
Fall 2009
Dr. Maria Cndido
Student Name:_
Student ID:_
Name of Student to your right:_
Name of Student to your left: _
Economics 120B Midterm Examination Solutions
Fall Quarter
November 4th, 2009
Version A
Instructions:
a.
You have 50 minut
Economics 120B
Fall 2011
Dr. Maria Cndido
Student Name:_
Student ID:_
Name of Student to your right:_
Name of Student to your left: _
Economics 120B Midterm Examination Answer Key
Fall Quarter
November 3rd, 2011
Version A
Instructions:
a.
You have 80 minu
Economics 120B
Fall 2009
Dr. Maria Cndido
Student Name:_
Student ID:_
Name of Student to your right:_
Name of Student to your left: _
Economics 120B Midterm Examination
Fall Quarter
November 4th, 2009
Version A
Instructions:
a.
You have 50 minutes to fini
Econ 120B
Solutions to Chapters 4 and 5 Practice Problems
1.
a.
b.
c.
d.
e.
f.
g.
h.
i.
For every one inch increase in the average height of their parents, the students height increases, on
average, by 0.73 of an inch. There is no reasonable interpretatio
Econ 120B: Econometrics
Fall 2015
UCSD
Regression with a Single Regressor:
Hypothesis Tests and Confidence Intervals
Overview
Now that we have the sampling distribution of OLS
estimator, we are ready to perform hypothesis tests about 1
and to construct c
Mathematical Properties of the OLS:
n
1)
u
i =1
i
=0
n
n
i =1
i =1
(
)
n
(
)
n
( (
)
)
ui = Yi Yi = Yi 0 1 X i = Yi Y 1 X 1 X i =
Proof:
(
i =1
)
i =1
[
]
= Yi Y + 1 X 1 X i = (Yi Y ) 1 (X i X ) =
n
i =1
n
n
i =1
= (Yi Y ) 1 ( X i X ) = 0 1 0 = 0
n
i =1
FA15 120B Midterm Notes
Cross Sectional, Time Series and Panel Data
Cross Sectional data: Consists of multiple entities observed at a single time period.
Time Series data: Consists of a single entity observed at multiple time periods.
Panel data: Consists