ĐỀ 1.

1. The assumption about the sample variation in the explanatory variable means

A. There is no variation in the value of an independent variable

B. There is variation in the value of an independent variable

C. There is variation in the value of a dependent variable

2. The assumption about normality of u means

A. The residual has normal distribution

B. The error term has standard normal distribution

C. The error term has normal distribution

3. Multi colinearity happens when

A. The error term of observations have strong correlation

B. The independent variables have correlation

C. The independent variables have strong correlation

4. The linear regression model is

A. Linear in parameters but can be unlinear in variables

B. Unlinear only in parameters

C. Unlinear in parameters but linear in variables

5. In the SRF, the efficiency of estimators is measured by

A. Expected value of the estimated coefficient

B. Variance of the estimated coefficients

C. Correlation value of the estimated coefficients

6. The reasons for the existence of error term in the population regression function are:

A. The researchers can have data for all variables

B. The researchers cannot have data for all variables

c. The researchers know all the factors affecting the dependent variables

7. OLS estimators satisfy the following conditions

A. R2 smallest

B. SSR smallest

C. SSE smallest
8. To check for multi colinearity problem with the linear regression model using STATA, we use
the command

A. tab

B. vif

C. des

9. The assumption about no perfect colinearity means

A. The variance of error term is constant

B. There is no exact linear relationship among independent variables

C. There is exact linear relationship among independent variables

10. Regression analysis aims to:

A. Estimates, forecast the average value of independent variables

B. Forecast the relationship among variables

C. Estimates, forecast the average value of dependent variables

11. To check for heteroskedasticity problem with the linear regression model using STATA, we use
the command

A. vif

B. imtest, white

C. des

12. Given the following estimation result:

WAGE = 632.244 + 142.510 EDUC + 43.225 EXPER - 19.931 AGE + Ui

t ( 1.493) (4.088) (3.022) (-0.22)

with the 5 significance level: R squared = 0.9 *means:

A. 90% variation in average wage is explained by the change in experience

B. 90% variation in average wage is explained by the change in education

C. 90% variation in average wage is explained by the change in education, experience and age

13. To know the value distribution of a variable using STATA we use the command:

A. vif

B. tab

C. des
14. An estimator has STT=482903, 556, SSR- 464654.79. Choose the right value of R squared:

A. 0.05789

B. 0.03779

C. 0.04789

15. The value of R square is

A. Smaller than 1 and greater than 0

B. Smaller than 0

C. Greater than 1

16. Using white test detect heteroskedasticity, calculated Chi-square(2)=1.624 with p-value=0.444
with 5% significance level, the conclusion is:

A. Heteroskedasticity

B. No conclusion yet

C. No heteroskedasticity

17. Unbiasedness of the OLS estimated coefficient means

A. The expected value of the OLS estimated coefficient equals its real value

B. The expected value of the OLS estimated coefficient is larger than its real value

C. The expected value of the OLS estimated coefficient is smaller than its real value

18. The variance of estimators is getting larger when

A. The correlations between independent variables are big

B. The correlation between independent variables are small

C. The sample size is big

19. The assumption about homoskedasticity means

A. The variance of error term is constant

B. The conditional variance of error term is unconstant

C. The conditional variance of error term is constant

20. Given the following:

CONS^ = 7.38 + 0.23INCOME

Se (0.656) (B)

t (A) (4.694)
The results for A, B should be:

A. A= 11.25; B= 20.409

B. A= 0.089; B= 0.049

C. A= 11.25; B= 0.049

21. Regression analysis is to: Study the dependent relationship among variables

22. The error term (u) in the population regression function: Represents for factors that affect the
dependent variables but are not includes in the model

23. How does the sample size affect the efficiency/exactness of an estimation?
The larger the sample, the more exact the estimation

ĐỀ 2. Tương tự Đề 1, mình chỉ hỏi được 2 câu

1. WAGE^ = 632.244 + 142.510 EDUC + 43.225 EXPER - 19.931 AGE

t ( 1.493) (4.088) (3.022) (-0.22)

with the 5 significance level, the critical value =1.96. Look at the result we can conclude that:

A. EDUC and EXPER do have effect on WAGE, AGE does not have any effects on WAGE
B. EDUC does not have any impact on WAGE
C. EXPER does not have any impact on WAGE

2. (Ảnh)