The document discusses various concepts related to regression analysis, including homoscedasticity, stochastic variables, and the relationship between dependent and explanatory variables. It outlines the assumptions of classical linear regression models and differentiates between types of data such as cross-sectional, time series, and panel data. Additionally, it touches on the interpretation of regression coefficients and the significance of correlation in statistical analysis.
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The document discusses various concepts related to regression analysis, including homoscedasticity, stochastic variables, and the relationship between dependent and explanatory variables. It outlines the assumptions of classical linear regression models and differentiates between types of data such as cross-sectional, time series, and panel data. Additionally, it touches on the interpretation of regression coefficients and the significance of correlation in statistical analysis.
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In Regression analysis the value fixed for Homoscedasticity refers to the errors terms having a
Explanatory variable Constant variance
Regression analysis concerned with study of dependence v Linear regression model is? Dependent variable on one or more explanatory variable Linear in parameters and may not be linear variables Stochastic variable are One of the Assumption of CLRM is the value of explanatory variable X must Have probability distribution Not all be the same Newton law of gravity is example of? Coefficient of correlation Deterministic phenomena Lies between -1 and +1 Regression analysis In the non-systemic random components is Does not necessarily imply causation A statistical relationship in itself In statistics standard errors measure the Cannot logically imply causation Precision of an estimate In correlation analysis we measure? One of these is not the part of classical assumptions Degree of linear association b/w two variables Value taken by regressed Y is fixed in repeated sampling The depended variable in regression analysis is assumed In Two variable linear regression model the slope coefficient measure Stochastic The change in Y which model predict for unit change X Explanatory Variable in regression analysis are assumed Coefficient of determination of measure Non Stochastic How will sample regression fits the data In Correlation analysis the dependent and explanatory V The mean value of u conditional upon the given Xi is? Are treated symmetrically Equal to zero Studying a dep variable only a single explana.. variable call In classical linear regression model X and u are? Two Variable regression analysis Not Correlated Data collected at point in time is called? The Coefficient of determination …. For a regression model Cross-sectional data Data collected for a variable over a period of time called When the estimated slop coefficient in simple regression model B1 is Zero then? Time series data To study the performance of varies state across the india 25) When Y = Y for each i in a regression model then the the data state domestic product is collected is called value of …………. Would be? Pooled Data Population census data is example of? 24) The measure the percentage of the total variation in? Cross sectional data Y explained by the regression model Data collected for the same set of companies for 10 years? Panel Data Firm data collected for top 10 companies classified based What is the number of degrees for sample of bivariate on profitability for 10 years is example of linear regression with 100 observers tions? Pooled Data 98 The data on GDP, Unemployment household expenditure? Non Experimental data Variables such as grades in math, result of horse race The fixed regression equation given by Y= -12 + 0.5 X. degree of satisfaction at a restaurant are example of what is the value of residual at the point X=50 y=70? Ordinal scale 57 Variable such a income of individual age, export are called The locus of conditional means Y for the fixed values of X? Ration Scale Population regression line Variable such gender marital status color of eye example? Under the least square procedure larger the Ui the larger? Nominal Scale Squared some of Residual Variables such as temperature, dates are example of The least square estimators are? Interval scale Point estimators Regression analysis is concerned with estimating The mean value of estimated Y(Y) is? The mean value of dependent variables Equal to the mean Value of actual Y(Y). The statement that- there can be more than one SRF E (Y/X) =F(X) is referred to as? represent population regression function (Always true ) Conditional expectation functional The Sample regression line is at best approximation of the In Y= B1+B2X1+ u, ui, can take values that are. population regression (Always true ) Positive, negative or zero. Any regression equation written in deviation from not In Y = E(YiXi)+ U, the deterministic components is given by pass through the orgin. This statement E (YiXi) (Always FALSE) In Sample regression functional the observed Yi can be In the non-systemic random components is expressed as this statement is FALSE The population regression function is not directly observe In Yi = B1 + B2Xi + ( Mostly true statement depending on the population ) Act as proxy for all the omitted variables that may affect Y The slop from coefficient from a regression of Y and X is Y = B1 + B2 represent? the same as slop coefficient from regression of y on x where y and x on devotion from their mean Population regression function (always true) In Y B1 + B2 gives the difference between Y = B1 + B2 represent? The actual and estimated Y values Sample regression function Are? In Y= represent? Equal to Zero. Estimators For regression line that passes through the condition mean In Y= represent? of Y, E(Y/X) is? Always Zero Residual Components Zero Correlation does not necessarily imply independence Given the assumption of the CRLM the least square between the two variables. The statement is estimates possess some optimum given by Gauss markov Depend the mean value of X and Y theorm which statement is not part of theorm? The average value of estimator B2 is equal to Zero Based on the adjacent graph below select the statement that is true? As demand increase price on average is increased.