Option 3 Econometrics
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Objective 1
There is information on 10 regions of the average daily salary (den. U) and expenditures for the purchase of food in total expenditure (%)
1. Estimate the coefficients of linear regression by least squares method.
2. Check the statistical significance of the theoretical estimates of the coefficients of the level of significance.
3. Calculate the 95% confidence intervals for the theoretical regression coefficients.
4. Predict share of the costs for the purchase of food products, with an average salary of monetary units and calculate the 95% confidence interval for the conditional expectation.
5. Calculate the boundary interval which will concentrate at least 95% of the possible values \u200b\u200bfor.
6. Estimate the percentage will change the cost of purchasing food, if the average daily salary will increase by 10 monetary units
7. Calculate the coefficient of determination.
8. Calculate - Statistics for the coefficient of determination and evaluate its statistical significance.
Objective 2.
There are data for 30 households (in arbitrary units) on the income and expenditure:
1. Estimate the coefficients of linear regression by least squares method.
2. Apply the Goldfeld-Quandt test for the study hypothesis of no heteroscedasticity of residuals.
3. In the case of heteroscedasticity of residuals apply the weighted least squares method, assuming that the deviations are proportional to the dispersion of .4. Determine whether the affected significantly heteroskedasticity on the quality of evaluations in the equation, which was built by ordinary least squares.
There is information on 10 regions of the average daily salary (den. U) and expenditures for the purchase of food in total expenditure (%)
1. Estimate the coefficients of linear regression by least squares method.
2. Check the statistical significance of the theoretical estimates of the coefficients of the level of significance.
3. Calculate the 95% confidence intervals for the theoretical regression coefficients.
4. Predict share of the costs for the purchase of food products, with an average salary of monetary units and calculate the 95% confidence interval for the conditional expectation.
5. Calculate the boundary interval which will concentrate at least 95% of the possible values \u200b\u200bfor.
6. Estimate the percentage will change the cost of purchasing food, if the average daily salary will increase by 10 monetary units
7. Calculate the coefficient of determination.
8. Calculate - Statistics for the coefficient of determination and evaluate its statistical significance.
Objective 2.
There are data for 30 households (in arbitrary units) on the income and expenditure:
1. Estimate the coefficients of linear regression by least squares method.
2. Apply the Goldfeld-Quandt test for the study hypothesis of no heteroscedasticity of residuals.
3. In the case of heteroscedasticity of residuals apply the weighted least squares method, assuming that the deviations are proportional to the dispersion of .4. Determine whether the affected significantly heteroskedasticity on the quality of evaluations in the equation, which was built by ordinary least squares.
Objective 3
The standard error of the coefficients of the linear regression model, if.
Task 4
The following information about balances Simple Linear Regression (- number of the time of observation)
.
Make a conclusion about the presence or absence of autocorrelation, using the test Darbina- Watson.
The standard error of the coefficients of the linear regression model, if.
Task 4
The following information about balances Simple Linear Regression (- number of the time of observation)
.
Make a conclusion about the presence or absence of autocorrelation, using the test Darbina- Watson.
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