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# Question

1.

2. Which of the following may be consequences of one or more of the CLRM assumptions being violated ?
(i) The coefficient estimates are not optimal
(ii) The standard error estimates are not optimal
(iii) The distributions assumed for the test statistics are inappropriate
(iv) Conclusions regarding the strength of relationships between the dependent and independent variables may be invalid.
3. What would be then consequences for the OLS estimator if heteroscedasticity is present in a regression model but ignored ?
4. Including relevant lagged values of the dependent variable on the right hand side of a regression equation could lead to which one of the following ?
5. What will be the properties of the OLS estimator in the presence of multicollinearity ?
6. If the residuals from a regression estimated using a small sample of data are not normally distributed, which one of the following consequences may
arise ?
7. If a relevant variable is omitted from a regression equation, the consequences would be that :
(i) The standard errors would be biased
(ii) If the excluded variable is uncorrelated with all of the included variables, all of the slope coefficients will be inconsistent
(iii) If the excluded variable is uncorrelated with all of the included variables, the intercept coefficient will be inconsistent
(iv) If the excluded variable is uncorrelated with all of the included variables, all of the slope and intercept coefficients will be consistent and
unbiased but inefficient.
8. In the linear regression model, the degrees of freedom
9. If q is an unbiased estimator of Q, then:
10. Estimation is of two types:
11. Estimation is possible only in case of a:
12. A confidence interval will be widened if:
13. The distance between an estimate and the estimated parameter is called:
14. Estimates give in the form of confidence intervals are called:

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15. Bias of an estimator can be:

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17. Crammer-Rao inequality is based on:

18. Rao-Blackwell theorem enables us to obtain minimum variance unbiased estimator through:
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25.

26. Consider the following results of 10 tosses of a coin:

H, T, T, T, T, H, T, H, T, T
Estimate the probability of head (H) for this coin.
27. Suppose we want to select a random sample of size 5 from the current CS 3341 students. Which of the following strategies is the best:
28. Suppose the following data shows the number of the problems from the Practice Problems Set attempted in the past week by 10 randomly selected
students:
2, 4, 0, 7, 1, 2, 0, 3, 2, 1.
Estimate the standard error of the estimated mean.
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32.

33. Suppose you compute a sample statistic q to estimate a population quantity Q. Which of the following is/are false ?
(A) the variance of Q is zero
(B) if q is an unbiased estimator of Q, then q = Q
(C) if q is an unbiased estimator of Q, then q is the mean of the sample distribution of Q
(D) a 95% confidence interval for q contains Q with 95% probability
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35.

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36. Among the following which should be satisfied by a good estimator.

(A) Consistency (B) Unbiasedness
(C) Inconsistency (D) Completeness
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50.

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57. In sampling from a no normal distribution with a variance of 25, how large must the sample size be so that the length of a 95% confidence interval
for the mean is 1.96 ?
58. A poll was taken of university students before a student election. Of 78 students contacted, 33 said they would vote for Mr. Smith. The population
may be taken as 2200. Obtain 95% confidence upper limits for the proportion of voters in the population in favor of Mr. Smith

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59.

60.

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