Question: The following OLS output has some missing values. Model 1: OLS, using observations 1-57 coefficient std. error t-ratio p-value const 0.89732 0.4482 2.002 0.05072 X1
The following OLS output has some missing values.
Model 1: OLS, using observations 1-57
coefficient std. error t-ratio p-value
const 0.89732 0.4482 2.002 0.05072
X1 -0.018005 0.14987 C 0.90485
X2 -0.42971 B -4.1635 0.0001235
X3 0.059928 0.17985 0.33322 D
X4 A 0.15123 0.78345 0.43706
X5 -1.0132 0.1678 -6.0382 1.9095e-07
X6 0.034101 0.1824 0.18695 0.85245
Mean dependent var = 0.18 S.D. dependent var = 1.9856
Sum squared resid = 107.56 S.E. of regression = 1.4667
R-squared = 0.51282 Adjusted R-squared = 0.45436
F(6, 50) = 8.7718 P-value(F) = 0
Log-likelihood = -98.978 Akaike criterion = 211.96
Schwarz criterion = 226.26 Hannan-Quinn = 217.51
Compute the values of A, B, C and D. Show all your working.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
