Econometrics May. 26, 2009
(SILS, Waseda) EXAM#1
(Open book, 40 minutes)
1. Report the regression and test results on an MS-word document. (Just Copy the
results of the Eviews and paste them to an MS-word document. You don’t have
to write any equations or explanations on the word document.)
2. Don’t forget to write your name and ID number on the document.
3. Print your word file by 15:30 today. The TA will collect your printed answers
until 15:30 in the lab.
Download the e-views file, gpa_exam1.wf1, from the course navi. In the file, colgpa is
the GPA of 141 colleage students, hsgpa their high school GPA, act their ACT scores,
and skipped the average number of lectures missed per week. In what follows, let
Y=LOG(colgpa), X1=LOG(hsgpa), X2=LOG(act), X3=LOG(skipped ). The purpose of
the following estimations is to explore whether class attendance affects grades. Use e-
views to run regressions.
1. Estimate the following regression equation:
2. Do the following hypothesis test:
H : H : at least one of them is non-zero 01
3. Set XP=resid. (In Eview’ work file, the variable “resid” always records the residuals
of the most recent regression.) Then, do the following estimation: .