计量济学课件答案.pdfVIP

Chapter7

HypothesisTestsandConfidence

IntervalsinMultipleRegression

7.1and7.2

Regressor(1)(2)(3)

College(X)5.46**5.48**5.44**

1

(0.21)(0.21)(0.21)

Female(X)−2.64**−2.62**−2.62**

2

(0.20)(0.20)(0.20)

Age(X3)0.29**0.29**

(0.04)(0.04)

Ntheast(X)0.69*

4

(0.30)

Midwest(X)0.60*

5

(0.28)

South(X6)−0.27

(0.26)

Intercept12.69**4.40**3.75**

(0.14)(1.05)(1.06)

(a)Thet-statisticis5.46/0.2126.0,whichexceeds1.96inabsolutevalue.Thus,the

coefficientisstatisticallysignificantatthe5%level.The95%confidenceintervalis5.46±

1.96×0.21.

(b)t-statisticis−2.64/0.20−13.2,and13.21.96,sothecoefficientisstatisticallysignificant

atthe5%level.The95%confidenceintervalis−2.64±1.96×0.20.

7.3.