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Basic Econometrics 5th Edition by Damodar Gujarati,Dawn Porter
النسخة 5الرقم المعياري الدولي: 978-0073375779Basic Econometrics 5th Edition by Damodar Gujarati,Dawn Porter
النسخة 5الرقم المعياري الدولي: 978-0073375779 تمرين 4
Suppose that the "true" model is
Y i = 1 + 2 X 2 i + u i (1)
but we add an "irrelevant" variable X 3 to the model (irrelevant in the sense that the true 0 3 coefficient attached to the variable X 3 is zero) and estimate
Y i = 1 + 2 X 2 i + 3 X 3 i + v i (2)
a. Would the R 2 and the adjusted R 2 for model (2) be larger than that for model (1)
b. Are the estimates of 1 and 2 obtained from model (2) unbiased
c. Does the inclusion of the "irrelevant" variable X 3 affect the variances of
and 
Y i = 1 + 2 X 2 i + u i (1)
but we add an "irrelevant" variable X 3 to the model (irrelevant in the sense that the true 0 3 coefficient attached to the variable X 3 is zero) and estimate
Y i = 1 + 2 X 2 i + 3 X 3 i + v i (2)
a. Would the R 2 and the adjusted R 2 for model (2) be larger than that for model (1)
b. Are the estimates of 1 and 2 obtained from model (2) unbiased
c. Does the inclusion of the "irrelevant" variable X 3 affect the variances of
and التوضيح
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The objective of the following analysis ...
Basic Econometrics 5th Edition by Damodar Gujarati,Dawn Porter
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