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ECON 3018, Econometrics
创建日期：2024-07-09 15:04:44
所属分类：经济Economics
标签： ECON 3018
Econometrics

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ECON 3018, Econometrics


Final Exam

1. You have been asked by your younger sister to help her with her science fair project. Having learned regression techniques recently, you suggest that she investigate the weight-height relationship of 4th to 6th graders. Her presentation topic will be to explain how people at carnivals predict weight by observing height. You collect data for roughly 100 boys and girls between the ages of nine and twelve and estimate for her the following relationship: 

Weight = 45.59 + 4.32 × Height4, R2 = 0.55, SER = 15.69

                          (3.81)    (0.46) 

where Weight is in pounds, and Height4 is inches above 4 feet.

a. Interpret the intercept.

b. Interpret the coefficient on Height4. 

c. You remember from the medical literature that females in the adult population are, on average, shorter than males and, controlling for height, weigh less. You add a binary variable (DFY) that takes on the value one for girls and is zero otherwise. You estimate the following regression function:

  Weight = 36.27 + 17.33 × DFY + 5.32 × Height4 – 1.83 × (DFY × Height4),

              (5.99)    (7.36)               (0.80)                  (0.90)

R2 = 0.58, SER = 15.41

i. Interpret the new coefficients.  

ii. Write down the regression function for boys and girls separately and then, on the axes below, sketch the regression function for boys and girls separately.  Make sure your graph is clearly labeled, including the axes and intercepts. 

iii. Should the weight-predictor at the carnival calculate weight from height differently for boys and girls?  (Hint: Formally state a null and alternative hypothesis, and perform. the test.)  

2. Consider estimating the effect of the student-to-teacher ratio (STR) on the high school graduation (GradR) for the Northeast Region of the United States (Maine, Vermont, New Hampshire, Massachusetts, Connecticut and Rhode Island) for the period 1991-2001. In your regression, STR is the only explanatory variable.

a. Write the regression equation, including state fixed effects. 

b. If you wanted to control for state fixed effects using dummy variables, how many binary variables would you have to include to estimate the regression equation from part (a)? Explain your answer.

c. Give examples of some of the factors that the inclusion of state fixed effects controls for.

d. Write the regression equation, including time fixed effects (excluding state fixed effects).

e. To estimate the regression equation from part (d), how many binary variables do you have to estimate? Explain your answer.

f. Give examples of some of the factors that the inclusion of time fixed effects controls for.

3. If we suspect that the effect of X on Y depends on the level of another variable W, we can model this using an interaction term multiplying X and W.  We also discussed two general modeling methods that we can we use if we suspect that the effect of X on Y depends on the level of X. Below are two incomplete regression equations, each corresponding to one of these general modeling methods.  Alter only the right-hand-side of each equation to specify these methods.  For each, interpret how a change in X affects Y.

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关键词一 关键词二 关键词三 关键词四 关键词五 和法规和的发更好的风格和 ECON 615 FINC 612 CSC148 COMP 639 ACCT 203 ACCT 211 PSYC 101 MTH2009 COMP52315 PSYCO 432 statistics MATH4063 11 xxx 1 MA1MSP MAST30028 MATH3888 CS341 EEE30002 ES2F5 MCD4160 CC0933 ECON 1101 MCHM3001 CHEM3118 COMMGMT 2511 COMP41280 STAT 631 24T1 IRE379 SENG365 ECON433 FIT3139 MATH4602 LING5621M FINS5516 ECON3208 MN2177 L2 SM EEET1415 Finance DS4023 COMP3004 7CCSMRTS K1S5B6 Stat230 CSCI4211 CSI2132 ECON30130 MAS6100 ENVS222 COM2107 INFO1112 STAT 4004 FIT2100 comp2022 COMP4691 Physics 307 Econ 659 probability CSCI316 fir29 CSCI203 COMP3160 COMP6714 INFO1113 Physics 7B Physics Photonics S203031 STAT2005 COMP90015 CSCI 2110 CSCC46 Information CSC477 COMP4650 Statistical COMP 346 COMP1017 ELEC340 MATH1007 Programming function STAT 244 CS 134 Java cse13s Math 108A FW20 ECON3389 CSE 130 Science 331 COMP9020 engineering COSC 445 CSE 5523 GAME2012 visualization MATH 235 Math 370 CSC343 COGS 108 EE524 COMP10200 STAT 416 3FK4 MSCI 311 ECON6113 ACC40700 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