
Introductory Econometrics 4th Edition by Jeffrey Wooldridge
النسخة 4الرقم المعياري الدولي: 978-0324660609
Introductory Econometrics 4th Edition by Jeffrey Wooldridge
النسخة 4الرقم المعياري الدولي: 978-0324660609 تمرين 10
Suppose that you wish to estimate the effect of class attendance on student performance, as in Example 6.3. A basic model is
stndfnl = 0 + 1 atndrte + 2 priGPA + 3 ACT + u,
where the variables are defined as in Chapter 6.
(i) Let dist be the distance from the students' living quarters to the lecture hall. Do you think dist is uncorrelated with u
(ii) Assuming that dist and u are uncorrelated, what other assumption must dist satisfy to be a valid IV for atndrte
(iii) Suppose, as in equation (6.18), we add the interaction term priGPA-atndrte:
stndfnl = 0 + 1 atn.drte + 2 priGPA + 3 ACT + 4 priGPA-atndrte + u.
If atndrte is correlated with u, then, in general, so is priGPA-atndrte. What might be a good IV for priGPA-atndrte [Hint: If E(upriGPA, ACT, dist) = 0, as happens when priGPA, ACT, and dist are all exogenous, then any function of priGPA and dist is uncor-related with u.]
stndfnl = 0 + 1 atndrte + 2 priGPA + 3 ACT + u,
where the variables are defined as in Chapter 6.
(i) Let dist be the distance from the students' living quarters to the lecture hall. Do you think dist is uncorrelated with u
(ii) Assuming that dist and u are uncorrelated, what other assumption must dist satisfy to be a valid IV for atndrte
(iii) Suppose, as in equation (6.18), we add the interaction term priGPA-atndrte:
stndfnl = 0 + 1 atn.drte + 2 priGPA + 3 ACT + 4 priGPA-atndrte + u.
If atndrte is correlated with u, then, in general, so is priGPA-atndrte. What might be a good IV for priGPA-atndrte [Hint: If E(upriGPA, ACT, dist) = 0, as happens when priGPA, ACT, and dist are all exogenous, then any function of priGPA and dist is uncor-related with u.]
التوضيح
(i)
The given model is: Consider
is th...
Introductory Econometrics 4th Edition by Jeffrey Wooldridge
لماذا لم يعجبك هذا التمرين؟
أخرى 8 أحرف كحد أدنى و 255 حرفاً كحد أقصى
حرف 255