Finding mistakes in reported regression results (2 Qs, 4 Points each) Consider a

Question

Finding mistakes in reported regression results (2 Qs, 4 Points each) Consider a large sample of the variables y, x1 and x2 where we estimate the regression 1. Values corresponding to the estimate of B1 are reported below. Three values are correct while one is incorrect. Which one is incorrect? a) the estimate of A: b) standard error of the estimate: c) t-statistic (for null ?,-0) d) p-value (for null 0): Values corresponding to the estimate of B2 are reported below. Three values are correct while one is incorrect. Which one is incorrect? a) the estimate of B2: b) standard error of the estimate: c) t-statistic (for null ?2-0): d) p-value (for null ß2 -0): 3 p 0.03 2. 2 SE(b2)1 p0.32

Explanation / Answer

1. p - Value is given incorrect since the p - value corresponding to t = -0.6 should be very high.

Option d is the answer.

2. Standard error has been given incorrect since it can never be negative.

Option b is the answer.

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