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Tugas 3 Multivariate and Econometrics

This document contains instructions for Assignment 3 in Econometrics and Multivariate at the University of Lampung's Faculty of Economics and Business. It includes 4 problems related to statistical analysis, regression, and hypothesis testing. Students are asked to complete the assignment problems by hand in Indonesian or English and bring their laptop to the next meeting. They are reminded that cheating is a choice, not a mistake, and told to have a nice day.

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Lastri Junedah
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82 views

Tugas 3 Multivariate and Econometrics

This document contains instructions for Assignment 3 in Econometrics and Multivariate at the University of Lampung's Faculty of Economics and Business. It includes 4 problems related to statistical analysis, regression, and hypothesis testing. Students are asked to complete the assignment problems by hand in Indonesian or English and bring their laptop to the next meeting. They are reminded that cheating is a choice, not a mistake, and told to have a nice day.

Uploaded by

Lastri Junedah
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Tugas 3.

Econometrika dan Multivariate


Fakultas EKonomi dan BISNIS Universitas Lampung Program Magister Ilmu
Akutansi

1. A research firm conducted a survey to determine the mean amount


steady smokers spend on cigarettes during a week. They found the
distribution of amounts spent per week followed the normal distribution
with a standard deviation of $5. A sample of 49 steady smokers revealed
that x= $20.
Sebuah perusahaan riset melakukan survei untuk menentukan jumlah rata-rata stabil pe
rokok menghabiskan Rokok selama seminggu. Mereka menemukan distribusi jumlah me
nghabiskan seminggu diikuti distribusi normal dengan deviasi standar $
5.Contoh dari 49 mantap perokok mengungkapkan bahwa x = $20

a. What is the point estimate of the population mean ? Explain what it


indicates.
b. Using the 95 percent level of confidence, determine the confidence
interval for . Explain what it indicates (interpretation).

2. Sleep or Caffeine for Memory? The consumption of cafeine to benefit


alternateness is a common activity practiced by 90% of adults in North
America. Often cafeine is used in order to replace the need for sleep.
One recent study compares students' ability to recall memorized
information after either the consumption of ca eine or a brief sleep. A
random sample of 45 adults (between the ages of 18 and 39) were
randomly divided into three groups and verbally given a list of 24 words
to memorize. During a break, one of the groups takes a nap for an hour
and a half, another group is kept awake and then given a cafeine pill an
hour prior to testing, and the third group is given a placebo. The response
variable of interest is the number of words participants are able to recall
following the break. The summary statistics for the three groups are
shown below in the table. We are interested in testing whether there is
evidence of diference in average recall ability between any two of the
treatments. Thus we have three possible tests between diferent pairs of
groups: Sleep vs Caffeine, Sleep vs Placebo, and Cafeine vs Placebo.
GROUP
Sleep
Cafeine

Sample Size
12
12

Mean
15,25
12,25

Standard Deviation
3,3
3,5

Placebo

11

13,70

13,70

(a). In the test comparing the sleep group to the ca eine group, the pvalue is 0.002. What is the conclusion of the test? In the sample,
which group had better recall ability? According to the rest results, do
you think sleep is really better than ca eine for recall ability?
(b). In the test comparing the sleep group to the placebo group, the pvalue is 0.07. What is the conclusion of the test using a 5%
significance level? Using a 10% significance level? How strong is the
evidence of a di erence in mean recall ability between these two
treatments?
(c). In the test comparing the cafeine group to the placebo group, the pvalue is 0.4. What is the conclusion of the test? In the sample, which
group had better recall ability? According to the test results, would we
be justi ed in concluding that ca eine impairs recall ability?
(d). According to this study, what should you do before an exam that
asks you to recall information?
3. Consider the following regression output:
Y = 0.2033 + 0.6560Xt
se = (0.0976) (0.1961)
r 2 = 0.397 RSS = 0.0544 ESS = 0.0358
where Y = labor force participation rate (LFPR) of women in 1972 and X =
LFPR of women in 1968. The regression results were obtained from a
sample of 19 cities in the United States.
a. How do you interpret this regression?
b. Test the hypothesis: H0: 2 = 1 against H1: 2 > 1. Which test do you
use? And why? What are the underlying assumptions of the test(s) you
use?
c. Suppose that the LFPR in 1968 was 0.58 (or 58 percent). On the basis
of the regression results given above, what is the mean LFPR in 1972?
Establish a 95% confidence interval for the mean prediction.
4. Stata estimation results are:
MODEL 1

MODEL 2

a. Please obtain (re-write) the estimated model 1 equation. In the first


equation, interpret the coefficient on the variable age. How would
you interpret r 2?
b. Please obtain (re-write) the estimated model 2 equation What is the
interpretation of coefficient on variable Educ ?
c. The variable of sex in model 2 is a dummy variable. What is dummy
variable ? what is the interpretation of the coefficient on the
variable of Sex in the model?

Dikumpulkan Sebelum Pelajaran dimulai tanggal 8 Oktober 2016

NB. Tugas ini dikerjakan dengan tulisan tangan (tidak perlu diketik atau
menggunakan computer dapat menggunakan bahasa Indonesia atau
Inggris
pertemuan selanjutnya membawa LAPTOP.

A mistake is an accident. Cheating and lying are not mistakes. They are
intentional choises. Stop hiding behind the word mistakes when you get
caught.... The couch
Have a nice Day

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