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110年 - 110 國立臺灣大學_碩士班招生考試_經濟學研究所:統計學(A)#105677
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題組內容
5. (20%) True, false, or uncertain? Evaluate the following statements with brief explanations.
(a) (5%) Multiplying the dependent variable by 1oo and the explanatory variable by 1,000 makes the regression R
2
1o times larger.
相關申論題
(b) (5%) In a linear probability model, Yi=βo +B1Xi + ui, where Yi is a binary variable and takes the value of o or 1, the OLS estimate of β1 is consistent and efficient.
#449465
(c) (5%) For the modelLet be the OLS estimator ofβ1based on the available sample. Suppose that the i'thobservation is included in the sample only ifthen is consistent.
#449466
(d) (5%) In the context of a controlled experiment, consider the simple linear regression model , where Yi is the outcome, Xi is the randomly assigned treatment level, and u: contains all the additional determinants of the outcome. Then the OLS estimator of B will be inconsistent since there are omitted variables present.
#449467
(a) (4%) Consider the bivariate regression model,. Suppose that Xi is measured with error, and the measured is independent of X with variance using OIS, what is the probability limit of ?
#449468
(b) (7%) Consider the bivariate regression model with two-period panel data, where are correlated with correlation coefficient px > o. Suppose that X, is measured with error, and the measured Xi, is Xi. = Xis t wis where Wil is not autocorrelated and is independent of on
#449469
(c) (4%) Is the bias of in (b) greater or smaller than the bias of in (a)?
#449470
(a) (5%) Is the OLS estimate of β1 consistent? Why?
#449471
(b) (6%) Given the observations (Xi, Yi, Wi, Zi), i = 1, .. n, describe the method and proce- dure to estimate f, consistently?
#449472
(c) (4%) Is the proposed estimator in (b) consistent when y2 = o? Why?
#449473
1. Explain how and why we could claim that the probability is , where Z is a standard normal random variable.
#449474
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