詹姆斯计量经济学第三版偶数题4-8答案.pdfVIP

Chapter 4 Linear Regression with One Regressor 4.2. The sample size n 200. The estimated regression equation is 2  Weight (2=.15) − 99.41+ (0.31) 3.94Height, R 0=.81, SER 10=.2. (a) Substituting Height 70, 65, and 74 inches into the equation, the predicted weights are 176.39, 156.69, and 192.15 pounds.  (b) ∆ Weight 3=.94 × ∆ Height 3=.94 ×1.5 5=.91. (c) We have the following relations: 1in 2.54 cm and 1lb 0.4536 kg . Suppose the regression equation in centimeter-kilogram units is  Weight 垐 Height γ 0 =+γ 1 . ˆ 99 41 0 4536 45 092 kg; ˆ 3 94 0.4536 0 7036 kg The coefficients are γ 0 =− . × . =− . γ 1 =. × . =. per cm. 2 54 The R 2 is unit free, so it remains at R 2 0=.81 . The standard error of the regression is SER 10=. 2× 0. 4536 4=. 6267 kg . 4.4. (a) (R − R ) β (R =− R ) + u , so that var (R − R ) β 2 =× var(R − R ) + var(u ) + 2β × f m f f m f cov(u, Rm − Rf ). But cov(u, Rm − Rf ) 0, thus var(R − Rf ) β 2 =× var(Rm − R f ) + var(u). With β 1, var(R − R ) var(R − R ), follows because var(u) ≥ 0. f m f (b) Yes. Using the expression in (a) var (R − R ) − var (R − R ) (β 2 =−