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chapter seven

chapter seven. The Two-Variable Model: Hypothesis Testing. Figure 7-1. Conditional distribution of disturbances u i. Figure 7-2. ( a ) Homoscedasticity (equal variance); ( b ) Heteroscedasticity (unequal variance). Figure 7-3.

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chapter seven

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  1. chapter seven The Two-Variable Model: Hypothesis Testing

  2. Figure 7-1 Conditional distribution of disturbances ui.

  3. Figure 7-2 (a) Homoscedasticity (equal variance);(b) Heteroscedasticity (unequal variance).

  4. Figure 7-3 Patterns of autocorrelation: (a) No autocorrelation;(b) positive autocorrelation; (c) negative autocorrelation.

  5. Table 7-1 Computations for the lotto example.

  6. Table 7-2 Monte Carlo experiment: Yi =1.5 + 2Xi +ui; u ~ N(0, 4).

  7. Figure 7-4 (Normal) sampling distributions of b1 and b2.

  8. Figure 7-5 (a) 95%confidence interval for B2 (8 d.f.); (b) 95% confidence interval for the slope coefficient of the Lotto example.

  9. Figure 7-6 The t distribution for 8 d.f.

  10. Figure 7-7 One-tailed t test: (a) Right-tailed; (b) left-tailed.

  11. Figure 7-8 Breakdown of total variation Yi.

  12. Figure 7-9 Actual and fitted Y values and residuals for the Lotto example.

  13. Table 7-3 Indexes of compensation and productivity in the U.S. business sector, 1059-2000.

  14. Figure 7-10 Relationship between compensation and productivity in the U.S. business sector, 1959-2000.

  15. Figure 7-11 Actual Y, estimated Y and residuals (Regression of compensation on productivity).

  16. Figure 7-12 Histogram of residuals from the compensation-productivity regression.

  17. Figure 7-13 Normal probability plot of residuals obtained from the compensation-productivity regression.

  18. Figure 7-14 95% confidence band for the true Lotto expenditure function.

  19. Table 7-4 Capacity utilization and inflation in the United States, 1970-2001.

  20. Table 7-5 Cash dividend (Y) and after-tax profits (X) in U.S. manufacturing industries, 1974-1986.

  21. Table 7-6 U.S. expenditure on imported goods (Y) and personal disposable income (X), 1968-1987*.

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