雨课堂学堂在线学堂云《Econometric Methods in Social Sciences（上海外国语）》单元测试考核答案

第1题Inthesimpleregressionmodely=b0+b1x+u,thexandyarerespectivelycalled_____.AtheexplanatoryvariableandtheexplainedvariableBthedependentvariableandtheindependentvariableCtheresponsevariableandthecontrolvariableDtheregressandandtheregressor第2题Thezeroconditionalmeanassumptionimplies____.AzeroeffectofxonyBzerocorrelationbetweenxandyCzerocorrelationbetweenxanduDzeroeffectofuony第3题ThesumoftheOLSresidualsiszero.Thus,thesampleaverageoftheOLSresidualsiszeroaswell.____.AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第4题ThesamplecovariancebetweentheregressorsandtheOLSresidualsiszero.____.AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第5题TheOLSregressionlinealwaysgoesthroughthemeanofthesample.____.AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第6题Whenthinkingabouthowwelloursampleregressionlinefitsoursampledata,wecancomputethefractionofthetotalsumofsquares()thatisexplainedbythemodel,andcallthistheR-squaredoftheregression.____.AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第1题Itisverydifficulttodrawceterisparibusconclusionsabouthowxaffectsy:thezeroconditionalmeanassumptionisoftenunrealistic.____AThisstatementshowstheadvantageofthesimpleregressionmodel.BThisstatementshowsthedrawbackofthesimpleregressionmodel.CThisstatementisfalse.第2题Themultipleregressionmodelisstillthemostwidelyusedvehicleforempiricalanalysisineconomicsandothersocialsciences.______AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第3题Whichofthefollowingistrue?______AThepowerofsimpleregressionanalysisisthatitprovidestheceterisparibusinterpretationeventhoughthedatahavenotbeencollectedinaceterisparibusfashion.BThepowerofmultipleregressionanalysisisthatitprovidestheceterisparibusinterpretationwheneverthedatahavenotbeencollectedinaceterisparibusfashion.CTheweaknessofmultipleregressionanalysisisthatitdoesnotprovidetheceterisparibusinterpretationeventhoughthedatahavebeencollectedinaceterisparibusfashion.DThepowerofmultipleregressionanalysisisthatitprovidestheceterisparibusinterpretationeventhoughthedatahavenotbeencollectedinaceterisparibusfashion.第4题BecauseR2willusuallyincreasewiththenumberofindependentvariables,itisnotagoodwaytocompareacrossmodels._____AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第5题ThefactorthatshoulddeterminewhetheranexplanatoryvariablebelongsinamodeliswhethertheexplanatoryvariablesignificantlyincreasesR2oftheregression.______AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第6题Ifanexplanatoryvariableisanexactlinearcombinationoftheotherexplanatoryvariables,thenthemodelsuffersfromperfectcollinearity,anditcannotbeestimatedbyOLS._____.AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第7题Whichofthefollowingistrue?_____AIncludingoneormoreirrelevantvariablesinamultipleregressionmodelaffectstheunbiasednessoftheOLSestimators.BIncludingoneormoreirrelevantvariablesinamultipleregressionmodeldoesnotaffecttheunbiasednessoftheOLSestimators.CIncludingoneormoreirrelevantvariablesinamultipleregressionmodeldoesnotaffecttheefficiencyoftheOLSestimators.DIncludingoneormoreirrelevantvariablesinamultipleregressionmodel,oroverspecifyingthemodel,doesnotaffectthegoodness-of-fitoftheOLSestimators第8题Alargervarianceoftheestimatormeansamorepreciseestimator,andthistranslatesintolargerconfidenceintervalsandlessaccuratehypothesestests._____AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第9题Whichofthefollowingistrue?_____APerfectcorrelationbetweentwoormoreoftheindependentvariablesiscalledmulticollinearity.BLowcorrelationbetweentwoormoreoftheindependentvariablesiscalledmulticollinearity.CHighbutnotperfectcorrelationbetweentwoormoreoftheindependentvariablesiscalledmulticollinearity.DNon-zerocorrelationbetweentwoormoreoftheindependentvariablesiscalledmulticollinearity.Chapter3Homework第1题Whichofthefollowingstatementsistrue?____AMultipleregressionanalysisislessamenabletoceterisparibusanalysisbecauseitallowsustoexplicitlycontrolformanyotherfactorswhichsimultaneouslyaffectthedependentvariable.BMultipleregressionanalysisismoreamenabletoceterisparibusanalysisbecauseitdoesnotallowustoexplicitlycontrolformanyotherfactorswhichsimultaneouslyaffectthedependentvariable.CMultipleregressionanalysisismoreamenabletoceterisparibusanalysisbecauseitallowsustoexplicitlycontrolformanyotherfactorswhichsimultaneouslyaffectthedependentvariable.DMultipleregressionanalysisismoreamenabletoceterisparibusanalysisbecauseitallowsustoimplicitlycontrolformanyotherfactorswhichsimultaneouslyaffectthedependentvariable.第2题TheFstatisticisoftenusefulfortestingexclusionofagroupofvariableswhenthevariablesinthegrouparehighlycorrelated.____AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.Chapter4Homework第1题Itisimportanttoknowtheasymptoticpropertiesofestimatorsandteststatistics.Thesepropertiesarenotdefinedforaparticularsamplesize;theyareinsteaddefinedasthesamplesizegrowswithoutbound.____AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第2题Eventhoughtheyiarenotfromanormaldistribution,wecanconcludethattheOLSestimatorsareapproximatelynormallydistributed,atleastinlargesamplesizes.____AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.Chapter5Homework第1题Whenusingnaturallogsweshouldbecarefulabouttheunitsofmeasurementofvariablesappearinginlogarithmicformbecausetheslopecoefficientsarevarianttorescalings.____AThisstatementisnecessarilytrue.BThisstatementisnecessarilyfalse.CThisstatementisambiguous.第2题Theissueofwhetherornottocontrolforcertainfactorsisnotalwaysclear-cut.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.Chapter6Homework第1题Qualitativefactorsoftencomeintheformofbinaryinformation.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.第2题Insomecases,theordinalvariabletakesontoomanyvaluessothatadummyvariablecannotbeincludedforeachvalue.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.Chapter7Homework第1题Homoskedasticityfailswhenthevarianceoftheunobservableschangesacrossdifferentsegmentsofthepopulation,whicharedeterminedbythedifferentvaluesoftheexplanatoryvariables.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.Chapter8Homework第1题Inthespecialcasethattheomittedvariableisafunctionofanexplanatoryvariableinthemodel,themodelsuffersfromfunctionalformmisspecification.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.Chapter9Homework第1题Ifcertainconditionsinhistoryhadbeendifferent,wewouldgenerallyhaveobtainedadifferentrealizationforthestochasticprocess,andthisiswhywethinkoftimeseriesdataastheoutcomeofrandomvariables.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.第2题Explanatoryvariablesthatarestrictlyexogenouscannotreacttowhathashappenedtoyinthepast.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.第3题Astationarytimeseriesprocessisonewhoseprobabilitydistributionsarestableovertimeinthefollowingsense:ifwetakeanycollectionofrandomvariablesinthesequenceandthenshiftthatsequenceaheadhtimeperiods,thejointprobabilitydistributionmustremainunchanged.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.Chapter10Homework第1题Anindependentlypooledcrosssectiondiffersfromasinglerandomsampleinthatsamplingfromthepopulationatdifferentpointsintimelikelyleadstoobservationsthatarenotidenticallydistributed.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.第2题Apaneldataset,whilehavingbothacross-sectionalandatimeseriesdimension,differsinsomeimportantrespectsfromanindependentlypooledcrosssection.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.第3题Anaturalexperimentoccurswhensomeexogenousevent—oftenachangeingovernmentpolicy—changestheenvironmentinwhichindividuals,families,firms,orcitiesoperate.____AThisstatementistrue.BThisstatementisfalse.CThisstatementisambiguous.Chapter11Homework第1题TheIVmeth