大学MOOC 高级计量经济学(厦门大学)1002606048 最新慕课完整章节测试答案
第三章 经典线性回归模型
Quiz 1
1、单选题：
Consider the following data generating process (DGP)
where 
and 
are mutually independent 
.
Find the unconditional mean 
.
选项：
A: 0
B: 1
C: 5
D: 2
答案: 【 0】
2、单选题：
Consider the following data generating process (DGP)
where and are mutually independent .
Find the conditional mean 
选项：
A: 
B: 
C: 
D: 
答案: 【 】
3、单选题：
Consider the following data generating process (DGP)
where and are mutually independent .
Find the marginal effect of 
on
, 
选项：
A: 
B: 
C: 
D: 
答案: 【 】
4、单选题：
Consider the following data generating process (DGP)
where and are mutually independent .
Suppose now a linear regression model
where 
, is specified to approximate this DGP.
Find the best LS approximation coefficient 
:
选项：
A: 
B: 
C: 
D: 
答案: 【 】
5、单选题：
Consider the following data generating process (DGP)
where and are mutually independent .
Suppose now a linear regression model
where , is specified to approximate this DGP.
Find the best linear LS predictor 
选项：
A: 
B: 
C: 
D: 
答案: 【 】
6、单选题：
Suppose 
where random variables 
and 
are independent, and 
and 
Find 
选项：
A: 0
B: 1
C: 1.5
D: 2
答案: 【 0】
7、单选题：
Suppose where random variables and are independent, and and
Find 
选项：
A: 
B: 
C: 
D: 
答案: 【 】
8、单选题：
Choose the assumption that is not required for the consistency of OLS estimator 
: for 
选项：
A: 
B: 
C: 
D: 
答案: 【 】
9、单选题：
Choose the assumption that is not required for the normality of 
that for any nonstochastic 
matrix 
, we have 
：
选项：
A: 
B: 
C: 
D: 
答案: 【 】
10、单选题：
Consider the following two bivariate linear regression models for the same 
where 
. Find the correct relation between two OLS estimators 
and 
选项：
A: 
B: 
C: 
D: 
答案: 【 】
11、单选题：
Consider the following two bivariate linear regression models for the same
where . Find the correct relation between two centered 
, 
and 
:
选项：
A: 
B: 
C: 
D: