MGT 6203

Summer MGT 6203 FINAL EXAM Updated version 2023 with Correct solutions. Week 1 Q1) What would be the null hypothesis for the regression F-test for the following equation Y = 0 + 1 x1 + 2 x2 + u A. 1 = 0 and 2 = 0 B. 1 = 0 or 2 = 0 C. 0 = 0 and 1 = 0 and 2 = 0 D. 0 = 0 or 1 = 0 or 2 = 0 Ans: A, the regression F-statistics test the joint null hypothesis that the values of all the coefficients of explanatory variables except the constant are 0. The...

Week 1 Q1) What would be the null hypothesis for the regression F-test for the following equation Y = 0 + 1 x1 + 2 x2 + u A. 1 = 0 and 2 = 0 B. 1 = 0 or 2 = 0 C. 0 = 0 and 1 = 0 and 2 = 0 D. 0 = 0 or 1 = 0 or 2 = 0 Ans: A, the regression F-statistics test the joint null hypothesis that the values of all the coefficients of explanatory variables except the constant are 0. The intercept is not included in the hypothesis. (Week 1, slide 24 and 32) W...