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    Khalil Mohamed
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    1. The document provides instructions for a homework assignment to run multiple regression models using R and dataset ceosal1.Rdata, with the dependent variable being the natural log of salary and independent variables the natural log of return on equity (roe) and sales. 2. Students are asked to interpret the coefficient of the natural log of sales variable and conduct a hypothesis test on it with the null being the coefficient is zero and alternative is non-zero. 3. They are then instructed to generate the squared term of the natural log of roe and include it in the original regression model.

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    1. The document provides instructions for a homework assignment to run multiple regression models using R and dataset ceosal1.Rdata, with the dependent variable being the natural log of salary and independent variables the natural log of return on equity (roe) and sales. 2. Students are asked to interpret the coefficient of the natural log of sales variable and conduct a hypothesis test on it with the null being the coefficient is zero and alternative is non-zero. 3. They are then instructed to generate the squared term of the natural log of roe and include it in the original regression model.

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    © All Rights Reserved
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    27 views1 page

    HW8

    Uploaded by

    Khalil Mohamed
    1. The document provides instructions for a homework assignment to run multiple regression models using R and dataset ceosal1.Rdata, with the dependent variable being the natural log of salary and independent variables the natural log of return on equity (roe) and sales. 2. Students are asked to interpret the coefficient of the natural log of sales variable and conduct a hypothesis test on it with the null being the coefficient is zero and alternative is non-zero. 3. They are then instructed to generate the squared term of the natural log of roe and include it in the original regression model.

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    Applied Econometrics, Spring 2020 Hanol Lee

    Homework 8
    Deadline: 12:00 PM 13 May 2020
    Using R (or Rstudio cloud) and ceosal1.Rdata file from Github repository
    (https://github.com/leehanol/Lecture.git), run the following multiple regression models and
    submit your regression results. You can click ‘ceosal1.Rdata’ file to load the data. You can
    use the screenshots of mobile phone. The regression results should come out recognizable.
    Multiple partial captures are also allowed.

    1. The dependent variable is natural logarithm of salary and the independent variables are
    natural logarithm of roe and sales.
    1.1 Interpret the coefficient of natural logarithm of sales.
    1.2 Do hypothesis testing on the coefficient of natural logarithm of sales. The null hypothesis
    is the coefficient is zero and the alternative hypothesis is non-zero.
    1.3 Generate the squared term of natural logarithm of roe and include this variable into the first
    regression model. And run the regression.

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