Questions from Econometrics


Q: The geometric distribution used in Examples 14.13, 14.

The geometric distribution used in Examples 14.13, 14.17, 14.18, and 14.22 would not be the typical choice for modeling a count such as DocVis. The Poisson model suggested at the beginning of section...

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Q: (This application will require an optimizer. Maximization of a user

(This application will require an optimizer. Maximization of a user-supplied function is provided by commands in Stata, R, SAS, EViews or NLOGIT.) Use the following pseudo-code to generate a random sa...

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Q: Does the Wald statistic reject the null hypothesis too often? construct

Does the Wald statistic reject the null hypothesis too often? construct a Monte carlo study of the behavior of the Wald statistic for testing the hypothesis that g equals zero in the model of Section...

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Q: A regression model that describes income as a function of experience is

A regression model that describes income as a function of experience is /

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Q: Consider a model for the mix of male and female children in

Consider a model for the mix of male and female children in families. Let Ki denote the family size (number of children), Ki = 1………. Let Fi...

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Q: Data on U.S. gasoline consumption for the years 1953

Data on U.S. gasoline consumption for the years 1953 to 2004 are given in Table F2.2. Note the consumption data appear as total expenditure. To obtain the per capita quantity variable, divide GASEXP b...

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Q: Appendix Table F17.2 provides Fair’s (1978) Redbook survey

Appendix Table F17.2 provides Fair’s (1978) Redbook survey on extramarital affairs. The data are described in Application 1 at the end of chapter 18 and in Appendix F. The variables...

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Q: Appendix Table F17.2 provides Fair’s (1978) Redbook Magazine

Appendix Table F17.2 provides Fair’s (1978) Redbook Magazine survey on extramarital affairs. The variables in the data set are as follows: and three other variables that are not used...

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Q: Continuing the analysis of the first application, we now consider the

Continuing the analysis of the first application, we now consider the self-reported rating, v1. This is a natural candidate for an ordered choice model, because the simple five-item coding is a censor...

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Q: Several applications in the preceding chapters using the German health care data

Several applications in the preceding chapters using the German health care data have examined the variable DocVis, the reported number of visits to the doctor. The data are described in Appendix Tabl...

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