Question: I need help:) (d) The residuals are consistent with all our assumptions for linear regression. Residuals 1998 Independent variable X [Family Friendly Business Practices Increasingly,



I need help:)
(d) The residuals are consistent with all our assumptions for linear regression. Residuals 1998 Independent variable X [Family Friendly Business Practices Increasingly, some firms have started practicing various family-friendly practices, such as on-site daycare for children, ability to tele-commute and work from home, availability of leave for family reasons, etc. Are such policies rewarded by investors in the stock market? To test this, 13 public companies were examined. For each, a Family Friendliness Index (FFI) was computed based on the different family-friendly practices they had. Additionally, their excess returns (compared to the S&P 500) over the past 5 years were also computed. A regression model was then estimated with the excess returns as the dependent variable, and FFI as the independent variable. A partial output of the regression is given below. Questions 4-11 ask you to fill in the numbers in the boxes labeled A-G, and comment on the value of H. prt sc sysra Course Homepao x B 2020 Spring group X CHE E X CELELE X Search Textbooks X dav/pid-2909019-dt-content-rid-83611452 1/courses/2202-UTDAL-OPRE 3360-SEC010-26839/2020%20Spring%20group%20assignment 6. [1 pt C= (a) 0.006 (b) 0.008 (c) 0.011 (d) 0.170 7. 11 pt) D - (a) 1 (b) 11 (0) 12 (d) 13 8. 11 pt| E (a) -24.12 (b) 24.12 (c) 26.31 (d) 54.35 9. [1 pt] F = (a) 0.212 (b) 0.385 (c) 0.615 (d) 0.788 o te 99.9 WXD O Course Homepage XBb 2020 Spring group XD CHEESEEX BEHEEXC Search Textbooks XI FG bdav/pid-2909019-dt content-rid-83611452_1/courses/2202-UTDAL OPRE-3360-SEC010-26839/2020%20Spring%20group%20assignment 10. [1 pt) G = (a) 1.481 (b) 1.808 (c) 2.193 (d) 4.911 11. [1 pt| What would you conclude from the F-test for this output? Recall that the p-value of the F-test appears in the box marked H. There is only one independent variable, so the F-test reproduces something you have already done. (a) Do not reject the null hypothesis that the slope coefficient is zero at either the 1% or 5% levels of significance (b) Reject the null hypothesis that the slope coefficient is zero at the 5% but not the 1% level of significance. (c) Reject the null hypothesis that the slope coefficient is zero at that 1% but not at the 5% level of significance. (d) Reject the hypothesis that the slope coefficient is zero at both the 1% and 5% levels of significance. (d) The residuals are consistent with all our assumptions for linear regression. Residuals 1998 Independent variable X [Family Friendly Business Practices Increasingly, some firms have started practicing various family-friendly practices, such as on-site daycare for children, ability to tele-commute and work from home, availability of leave for family reasons, etc. Are such policies rewarded by investors in the stock market? To test this, 13 public companies were examined. For each, a Family Friendliness Index (FFI) was computed based on the different family-friendly practices they had. Additionally, their excess returns (compared to the S&P 500) over the past 5 years were also computed. A regression model was then estimated with the excess returns as the dependent variable, and FFI as the independent variable. A partial output of the regression is given below. Questions 4-11 ask you to fill in the numbers in the boxes labeled A-G, and comment on the value of H. prt sc sysra Course Homepao x B 2020 Spring group X CHE E X CELELE X Search Textbooks X dav/pid-2909019-dt-content-rid-83611452 1/courses/2202-UTDAL-OPRE 3360-SEC010-26839/2020%20Spring%20group%20assignment 6. [1 pt C= (a) 0.006 (b) 0.008 (c) 0.011 (d) 0.170 7. 11 pt) D - (a) 1 (b) 11 (0) 12 (d) 13 8. 11 pt| E (a) -24.12 (b) 24.12 (c) 26.31 (d) 54.35 9. [1 pt] F = (a) 0.212 (b) 0.385 (c) 0.615 (d) 0.788 o te 99.9 WXD O Course Homepage XBb 2020 Spring group XD CHEESEEX BEHEEXC Search Textbooks XI FG bdav/pid-2909019-dt content-rid-83611452_1/courses/2202-UTDAL OPRE-3360-SEC010-26839/2020%20Spring%20group%20assignment 10. [1 pt) G = (a) 1.481 (b) 1.808 (c) 2.193 (d) 4.911 11. [1 pt| What would you conclude from the F-test for this output? Recall that the p-value of the F-test appears in the box marked H. There is only one independent variable, so the F-test reproduces something you have already done. (a) Do not reject the null hypothesis that the slope coefficient is zero at either the 1% or 5% levels of significance (b) Reject the null hypothesis that the slope coefficient is zero at the 5% but not the 1% level of significance. (c) Reject the null hypothesis that the slope coefficient is zero at that 1% but not at the 5% level of significance. (d) Reject the hypothesis that the slope coefficient is zero at both the 1% and 5% levels of significanceStep by Step Solution
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