Deck 3: Regression Analysis and Estimation

Question 1

The set of all possible outcomes of an experiment or measurement is known as

A)population
B)census
C)sample
D)variable

Answer 1

population

Question 2

conditional mean of Y given X value is denoted as

A)con y
B)e(y/x)
C)prob (y/x)
D)e(x/y)

Answer 2

e(y/x)

Question 3

An expected value is the same as

A)average value
B)standard deviation
C)dispersion
D)none of the above

Answer 3

average value

Question 4

The locus of points conditional means of the dependent variable for the fixed values of the explanatory variables is

A)venn diagram
B)lorenz curve
C)probability curve
D)population regression curve

Question 5

The regression line or curve passes through

A)origin
B)vertical axis
C)horizontal axis
D)conditional means

Question 6

E (Y/Xi) = f (Xi) is known as

A)population regression function
B)sample regression function
C)expected average
D)none of the above

Question 7

In the regression function E(Y/Xi)=?1+?2Xi, regression coefficients are

A)y and x
B)y and ?1
C)?1and ?2 d ?2 an
D)xi

Question 8

the regression function E(Y/Xi)=?1+?2Xi is a

A)linear regression function
B)sample regression function
C)non linear regression function
D)log linear regression function

Question 9

in the regression function E(Y/Xi)=?1+?2Xi , ?1 is

A)intercept coefficient
B)slope coefficient
C)variable
D)average value

Question 10

in the regression function E(Y/Xi)=?1+?2Xi , ?2 is

A)aintercept coefficient
B)slope coefficient
C)variable
D)average value

Question 11

the regression function E(Y/Xi)=?1+?2Xi 2 is linear in

A)variables
B)parameters
C)coefficients
D)none of the above

Question 12

in the regression function E (Y?X ) = ? + ? X is linear in

A)variables
B)parameters
C)coefficients
D)none of the above

Question 13

in the function Yi= ?1+?2Xi+ui, the term ui refers to

A)variable
B)parameters
C)coefficient
D)stochastic error term

Question 14

in the function Yi= ?1+?2Xi+ui, the term ui is ------- in nature

A)random
B)nonsystematic
C)all of the above
D)none of the above

Question 15

"the descriptions be kept as simple as possible until proved inadequate" corresponds to

A)occam's razor
B)index numbers
C)regression
D)correlation

Question 16

The rule or formula that tells how to estimate the population parameter from the sample information is called

A)estimate
B)estimator
C)population
D)coefficient

Question 17

The function Y = ? + ? X is a

A)sample regression function
B)non linear regression function
C)log linear regression function
D)population regression function

Question 18

the most popular method of constructing sample regression function in the regression analysis is

A)method of ols
B)generalised squares
C)ordinary regression method
D)none of the above

Question 19

the method of ordinary least squares is attributed to

A)pearson
B)pashee
C)fisher
D)carl friedrich gauss

Question 20

If each estimator provides only a single value of the relevant population parameter, it is

A)point estimator
B)interval estimator
C)class estimator
D)single estimator

Question 21

If each estimator provides a range of possible values relevant population parameter, it is

A)point estimator
B)interval estimator
C)class estimator
D)single estimator

Question 22

The sample regression line obtained through the OLS method passes through

A)sample means
B)sample standard deviation
C)origin
D)vertical axis

Question 23

The Gaussian standard classical linear regression model assumes------- assumptions

A)seven
B)ten
C)five
D)eight

Question 24

Which is the assumption of Gaussian standard classical linear regression model

A)linear regression model
B)x values are fixed
C)zero mean values for disturbances
D)all of the above

Question 25

The numerical value obtained by the estimator in an application is known as

A)estimate
B)estimator
C)population
D)coefficient