Homework SourseThe following table gives data on variables y3 x13 x23 x33 a
The following table gives data on variables y3 x13 x23 x33 and dummy variables D1 AND D2
Y
X1
X2
X3
D1
D2
8
18
38
74
1
1
11
26
25
64
1
1
19
34
24
47
0
1
21
38
44
31
0
1
7
13
12
79
1
1
23
49
48
35
0
0
16
28
38
42
1
0
27
59
52
18
0
0
9
14
17
71
1
0
13
21
39
57
0
0
USING ANY STATISTICAL SOFTWARE PACKAGE ESTIMATE THE REGRESSION MODEL
Y=A+B1X1+B2X2+B3X3+B4D1+B5D2+Ê
USING THE SOLUTION OBTAINED, ANSWER THE FOLLOWING QUESTIONS.
1-Write the estimated regression equation.
2-Explain the meaning of b4 obtained by estimating the given regression model.
3-What are the values of the standard deviation of errors, the coefficient of multiple determination, and the adjusted coefficient of multiple determination?
4-What is the predicted value of y for x1 =45.x2 =40.x3 =60. D1=0 and D2 =0?
5-Test whether variable x2 and dummy variable D2 jointly belong in the model.
6-Construct a 95%confidence interval for the coefficient of D1.
7-Using 5% significance level, test whether or not the coefficient of D1 is different from zero.
8-Using the 1% significance level, test whether or not the coefficient of all independent variables in the population regression model are equal to zero.
9-Create a slop dummy using D1 and x1. Substitute that variable in the equation instead of D and indicate whether D1 is more correctly a slope or intercept effect.
| Y | X1 | X2 | X3 | D1 | D2 |
| 8 | 18 | 38 | 74 | 1 | 1 |
| 11 | 26 | 25 | 64 | 1 | 1 |
| 19 | 34 | 24 | 47 | 0 | 1 |
| 21 | 38 | 44 | 31 | 0 | 1 |
| 7 | 13 | 12 | 79 | 1 | 1 |
| 23 | 49 | 48 | 35 | 0 | 0 |
| 16 | 28 | 38 | 42 | 1 | 0 |
| 27 | 59 | 52 | 18 | 0 | 0 |
| 9 | 14 | 17 | 71 | 1 | 0 |
| 13 | 21 | 39 | 57 | 0 | 0 |
Solution
