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

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!