If you are test the join significance of all regression coefficients, you would

Question

If you are test the join significance of all regression coefficients, you would use a/an ___ test. a. z b. t c. F d. Chi-square e. either t or F If you are to test the joint significance of all regression equation, you would ____ the null hypothesis of all coefficients being zero at a 5% significance level. a. reject b. accept c. fail to reject d. only (b) and (c) of the above e. none of the above The Durbin Watson (DW) statistic is ____ a. 1.1235 b. 1.5973 c. 2.4589 d. 3.2717 e. 3.9221 If you are to conduct a hypothesis testing of no autocorrelation for this estimated regression you would find the critical lower DW value at a 5% significance level to be ____ and the corresponding upper DW value to be a. 1.10;1.54 b. 1.00; 1.68 c. 0.90; 1.83 d. 0.77;1.41 e. 0.68; 1.57 If the calculated DW statistic is 2.88, and the critical lower and upper DW values are 0.5 and 1.54m respectively, then you would ____ the null hypothesis of no autocorrelation. a. reject b. accept c. fail to reject d. be inconclusive about e. only (b) and (c) of the above

Explanation / Answer

18) We use F test to test the joint significance of all coefficient regression

19) Fail to reject is the answer. In hypothesis test we never say accept, rather we prefer to say we fail to reject.

22) Since the statistic lies outside the critical limits, we reject the null hypothesis.

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