Georgia institute of technologymgt 6203 - Study guides, Class notes & Summaries

Suppose we run a factor regression for a stock fund to see which factors explain its return and get the following output: Which campaign (campaign_id) has produced least number of ads with organic impressions? Among ads with organic impressions, which ad (ad_id) has the highest number of impressions?

1 Q1) What would be the null hypothesis for the regression F-test for the following equation Y = b0 + b1 x1 + b2 x2 + u A. b1 = 0 and b2 = 0 B. b 1 = 0 or b2 = 0 C. b0 = 0 and b1 = 0 and b2= 0 D. b0 = 0 or b1= 0 or b2 = 0 Ans: A, the regression F-statistics test the joint null hypothesis that the values of all the coefficients of explanatory variables except the constant are 0. The intercept is not included in the hypothesis. (Week 1, slide 24 and 32) Week 2 Q2) Which type of model does NOT allo...