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Part each) 2 Write TRUE or FALSE next to each statement. (45 points total, 3 poi

ID: 3060825 • Letter: P

Question

Part each) 2 Write TRUE or FALSE next to each statement. (45 points total, 3 points 1· Consider the multivariable regression model: If there is correlation between Xa and the error term, then only 2 will be biased. 2. The no perfect multicollinearity assumption is required for the OLS estimates of a Both R2 and adjusted R2 (denoted as R2) are always between 0 and 1. The Ordinary Least Squares (OLS) estimation method minimizes the sum of the bivariate regression function to be BLUE 3.- 4. absolute errors. 5. 6. _ 7. In OLS, the sum of the residuals is zero (ie, ,u.-0). _ In bivariate regression, the sample regression function is: Vi = + 1x, We reject the null hypothesis when the p-value is larger than the significance level, a. 8. In bivariate regression, omitted variable bias implies that Elu X 0. 9Excluding the intercept from a regression model will not affect the slope estimates because the intercept reflects an outlier.

Explanation / Answer

1) True

2) True

3) False

4) True

5) True

6) True

7) True

8) True

9) True

10) True

11) True

12) True

13) True

14) True

15) True