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MMLU-Pro / 7124 / Consider the OLS estimator for the standard error of the slope coefficient.…

Problem

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question

Consider the OLS estimator for the standard error of the slope coefficient. Which of the following statement(s) is (are) true?

(i) The standard error will be positively related to the residual variance

(ii) The standard error will be negatively related to the dispersion of the observations on the explanatory variable about their mean value

(iii) The standard error will be negatively related to the sample size

(iv) The standard error gives a measure of the precision of the coefficient estimate.

category

economics

options

  1. (i), (ii), and (iv) only
  2. (i), (ii), (iii), and (iv)
  3. (i), (ii), and (iii) only
  4. (iii) and (iv) only
  5. (ii) and (iii) only
  6. (i) and (iv) only
  7. (i) and (iii) only
  8. (i), (iii), and (iv) only
  9. (ii) and (iv) only
  10. (ii), (iii), and (iv) only

src

ori_mmlu-econometrics

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