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Questions › DSE › DSE 2016 › Q12
0 marksEconometrics › Linear regression and OLS › Interpreting slopes, intercepts and rescalingModerateabout 2 min

DSE 2016 Question 12: Linear regression and OLS

The OLS regression of infant birth weight (BWT) on the mother's age (AGE) and years of mother's education (EDU) is: BWT^=2600+2.3 AGE+26 EDU\hat{BWT}=2600+2.3\,AGE+26\,EDUBWT^=2600+2.3AGE+26EDU, with standard errors (97)(97)(97), (3.5)(3.5)(3.5), (8)(8)(8) below the estimated coefficients. Sample size is 100010001000 and R-squared is 0.0150.0150.015. Sample information: BWT mean 300030003000, sd 500500500; AGE mean 252525, sd 555; EDU mean 101010, sd 222. A one standard deviation change in AGE is associated with an xxx standard deviation change in birth weight, where xxx is

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The OLS regression of infant birth weight (BWT) on the mother's age (AGE) and years of mother's education (EDU) is: B̂ŴT̂=2600+2.3 AGE+26 EDU, with standard errors (97), (3.5), (8) below the estimated coefficients. Sample size is 1000 and R-squared is 0.015. Sample information: BWT mean 3000, sd 500; AGE mean 25, sd 5; EDU mean 10, sd 2. A one standard deviation change in AGE is associated with an x standard deviation change in birth weight, where x is (A) 0.046 (B) 0.007 (C) 0.023 (D) 0.035

Also written as: The OLS regression of infant birth weight (BWT) on the mother's age (AGE) and years of mother's education (EDU) is: BWT_hat=2600+2.3 AGE+26 EDU, with standard errors (97), (3.5), (8) below the estimated coefficients. Sample size is 1000 and R-squared is 0.015. Sample information: BWT mean 3000, sd 500; AGE mean 25, sd 5; EDU mean 10, sd 2. A one standard deviation change in AGE is associated with an x standard deviation change in birth weight, where x is

Linear regression and OLS has come up 74 times in 7 exams since 2008.

What this question tests

This question is on Interpreting slopes, intercepts and rescaling, part of Linear regression and OLS in Econometrics.

Reading a fitted coefficient, and what changes when variables are rescaled.

TestStop has 12 past-paper questions on this subtopic.

Practise Linear regression and OLSMore on Interpreting slopes, intercepts and rescaling

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