BUEC 333 Assignment #4 Spring 2011 Prof. Simon D. Woodcock Due Monday March 14 at the start of lecture. serving 1: Multiple imaging 1) [Midterm, 2005] Suppose that in the simple linear reverse simulation Yi = 0 + 1Xi + i on 100 observations, you calculate that R2= 0.5, the prototype variance of Yi is 10, and the sample variance of Xi is 15. Then the least(prenominal) squares computing machine of 1 is: a) not calculable using the tuition given(p) b) 1/3 c) 1 / 3 d) 2/3 e) none of the in a higher place 2) [Final Exam, Spring 2009] In the uppercase asset Pricing Model (CAPM), a) measures the sensitivity of the expected wages of a portfolio to systematic risk b) measures the sensitivity of the expected drive go forth of a portfolio to specific risk c) is greater than one d) is less(prenominal) than adjust e) R2 is meaningless 3) [Final Exam, 2006] In the linear regression model, R 2 measures a) The proportion of variation in Y explained by X b) The proportion of variat ion in X explained by Y c) The proportion of variation in Y explained by X, correct for the derive of independent variables d) The proportion of variation in X explained by Y, adjusted for the number of independent variables e) none of the above fraction 2: Short Answer Questions. 4) Studenmund Ch.2, #7 Part 3: EViews Questions Use the hockey data from the course website to assure out the following questions.
Youll want to make sure that you fuck off an current version, which you can download in EViews format. 5) Use OLS to enter the regression of USD_SALARY (this is your dependent variable) on height, W EIGHT, come on, POINTS (these are your inde! pendent variables), and an intercept. For reference, HEIGHT = blossom in inches WEIGHT = weight in pounds AGE = the workers age in years POINTS = number of points scored during the fixture season. a) trace the estimated regression coefficients. b) Interpret the estimated valuate of the intercept. Is its tax of whatsoever practical interest? Explain. c) Interpret the estimated coefficient on POINTS. d) Report the value of R2 for this...If you want to get a full essay, localize it on our website: OrderCustomPaper.com
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