计量经济学（山东财经大学）答案2023秋

第四章测试

1.Which of the following is a statistic that can be used to test hypotheses about a single population parameter?
A:t statistic B:Durbin Watson statistic C:F statistic D:χ2 statistic
答案:A
2.Which of the following statements is true of confdence intervals?
A:Confdence intervals in a CLM are also referred to as point estimates B:Confidence intervals in a CLM provide a range of likely values for the population parameter C:Confidence intervals in a CLM can be truly estimated when heteroskedasticity is present. D:Confidence intervals in a CLM do not depend on the degrees of freedom of a distribution. 3.Which of the following statements is true of hypothesis testing?
A:OLS estimates maximize the sum of squared residuals. B:A test of single restriction is also referred to as a joint hypotheses test. C:The t test can be used to test multiple linear restrictions D:A restricted model will always have fewer parameters than its unrestricted model 4.Which of the following correctly identifies a reason why some authors prefer to report the standard errors rather than the t statistic?
A:Having standard errors makes it easier to compute confdence intervals. B:Standard errors are always positive. C:Standard errors can be used directly to test multiple linear regressions D:The F statistic can be reported just by looking at the standard errors. 5.Which of the following statements is true?
A:The F statistic is more flexible than the t statistic to test a hypothesis with a single restriction. B:The F statistic is always nonnegative as SSRr is never smaller than SSRur. C:Degrees of freedom of a restricted model is always less than the degrees of freedom of an unrestricted model. D:If the calculated value of F statistic is higher than the critical value, we reject the alternative hypothesis in favor of the null hypothesis. 6.If the calculated value of the t statistic is greater than the critical value, the null hypothesis, H0 is rejected in favor of the alternative hypothesis, H1.
A:对 B:错