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The assignment requires collecting a sample of at least 10 observations with one dependent variable (Y) and two independent variables (X2 and X3) to perform regression analysis using statistical software. It includes estimating regression functions, testing significance at a 5% level, and determining model fit and confidence intervals. Additionally, it explores forecasting options and the impact of X2 and X3 on Y while ensuring compliance with OLS assumptions.

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5 views1 page

Assignment

The assignment requires collecting a sample of at least 10 observations with one dependent variable (Y) and two independent variables (X2 and X3) to perform regression analysis using statistical software. It includes estimating regression functions, testing significance at a 5% level, and determining model fit and confidence intervals. Additionally, it explores forecasting options and the impact of X2 and X3 on Y while ensuring compliance with OLS assumptions.

Uploaded by

buingocnhatha
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

REGRESSION ANALYSIS ASSIGNMENT

Collect a cross-sectional sample of at least 10 observations with three economic factors. The
sample should include one dependent variable and two independent variables. The dependent
variable is theoretically related to the independent variables according to economic theory.
- Dependent variable: Y
- Independent variables: X2 and X3
Use statistical software (e.g., EViews, Stata, or Excel) to perform the calculations. Note:
Conclusions should be drawn based on the results and their relevance to real-world conditions.

I. The population regression function relating Y to X2 has the following form:


Y =α 1 + α 2 X 2 + ε
1. Estimate the sample regression function.
2. Does variable Y depend on variable X2 at the 5% significance level?
II. The population regression function relating Y to X3 has the following form:”
Y =γ 1 +γ 2 X 3 + ν
3. Estimate the sample regression function.
4. Test whether variable Y depends on variable X3 at the 5% significance level.
III. The population regression function relating Y to X2 and X3 has the following form:
Y = β1 + β 2 X 2 + β 3 X 3 +u
5. Estimate the sample regression function.
6. Test the statistical significance of the regression coefficients of variables X 2 and X3 at
the 5% significance level.
7. Test the model fit at the 5% significance level.
8. Estimate the 95% confidence intervals for the coefficients β 2∧β 3 ,and interpret the
meaning of each interval.
IV. To forecast variable Y, should we choose a 2-variable or a 3-variable model, using a
significance level of α = 5%?”
V. Is it possible to determine whether variable X2 or X3 has a greater effect on Y?
VI. Do the results of your model meet the assumptions of the OLS method?

Note: The data is saved in EViews, Stata, or Excel and submitted together with the presentation
in a Word file to the teacher; there is no need to print it out.

Email: tungdhnh@[Link]

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