Econometrics Numerical PYQs (UGC NET 2011-2025) with Solutions
ЁЯУИ Econometrics рдХे Numerical PYQs (UGC NET 2011–2025)
✅ рд╕рднी рдЧрдгрдиा-рдЖрдзाрд░िрдд рдк्рд░рд╢्рди (R², t-statistic, regression coefficients, DW, SE) рд╡िрд╕्рддृрдд рд╕рдоाрдзाрди рдХे рд╕ाрде
ЁЯУМ "In a two variable (X and Y) regression analysis, the regression coefficients are bxy = 0.6 and byx = 0.8. If y is dependent variable and x is independent variable, what is the percentage of variations in Y explained by X?"
(1) 24% (2) 48% (3) 36% (4) 72%
✅ рд╕рд╣ी рдЙрдд्рддрд░: (2) 48%
ЁЯУР рд╡िрд╕्рддृрдд рд╕рдоाрдзाрди (Step-by-Step)
| Step | рдЧрдгрдиा / рд╕ूрдд्рд░ | рдкрд░िрдгाрдо |
| рджिрдпा рд╣ै | bxy = 0.6, byx = 0.8 | — |
| 1 | R² = bxy × byx (рджो-рдЪрд░ рдк्рд░рддिрдЧрдорди рдоें) | R² = 0.6 × 0.8 |
| 2 | рдЧुрдгा рдХрд░ें | 0.48 |
| 3 | рдк्рд░рддिрд╢рдд рдоें рдмрджрд▓ें | 0.48 × 100 = 48% |
ЁЯУЦ рд╡्рдпाрдЦ्рдпा: рджो-рдЪрд░ рдк्рд░рддिрдЧрдорди рдоें Coefficient of Determination (R²) = bxy × byx। 48% рдХा рдЕрд░्рде Y рдоें 48% рднिрди्рдирддा X рдж्рд╡ाрд░ा рд╕рдордЭाрдИ рдЬाрддी рд╣ै।
ЁЯУМ "The estimated regression equation is ┼╖ = 60 + 5x. The total sum of squares (TSS) is 15730 and the sum of squares due to error (SSE) is 1530. The estimated regression line is a ______."
(1) Poor fit (2) Satisfactory fit (3) Good fit (4) None of these
✅ рд╕рд╣ी рдЙрдд्рддрд░: (3) Good fit
ЁЯУР рд╡िрд╕्рддृрдд рд╕рдоाрдзाрди
| Step | рд╕ूрдд्рд░ | рдЧрдгрдиा | рдкрд░िрдгाрдо |
| рджिрдпा рд╣ै | TSS = 15730, SSE = 1530 | — |
| 1 | R² = 1 - (SSE/TSS) | 1 - (1530/15730) | |
| 2 | рднाрдЧ | 1530 ÷ 15730 ≈ 0.09727 | |
| 3 | рдШрдЯाрдиा | 1 - 0.09727 ≈ 0.90273 | R² ≈ 0.903 (90.3%) |
ЁЯУЦ рд╡्рдпाрдЦ्рдпा: R² = 0.903 (90% рд╕े рдЕрдзिрдХ) → рдпрд╣ 1 рдХे рдмрд╣ुрдд рдХрд░ीрдм рд╣ै, рдЕрддः "Good fit" ✅
ЁЯУМ "When supply of a commodity, for example agricultural commodities, react to price with a lag of one time period due to gestation period in production, such a phenomenon is referred to as"
(a) Lag phenomenon (b) Cobweb phenomenon (c) Inertia (d) Business cycle
✅ рд╕рд╣ी рдЙрдд्рддрд░: (b) Cobweb phenomenon
ЁЯУЦ рд╡िрд╕्рддृрдд рд╡्рдпाрдЦ्рдпा: Cobweb model рдмрддाрддा рд╣ै рдХि рдХृрд╖ि рдЙрдд्рдкाрджрди рдХी рдЖрдкूрд░्рддि (supply) рдкिрдЫрд▓े рд╕рдордп рдХी рдХीрдордд рдкрд░ рдиिрд░्рднрд░ рдХрд░рддी рд╣ै। рдпрд╣ price cycles рдФрд░ рд▓ैрдЧ рдк्рд░рднाрд╡ рдХो рджрд░्рд╢ाрддा рд╣ै, рдЬो Numerically price рдФрд░ quantity рдоें рд╕рдордп рдЕंрддрд░ाрд▓ рдХे рд░ूрдк рдоें рджेрдЦा рдЬाрддा рд╣ै।
ЁЯУМ "If x̅ = 32, y̅ = 38, the regression coefficients bxy = -0.2337, byx = -0.6643. Find the equation of the line of regression of y on x."
(a) y = -0.2337x + 40.8806 (b) y = -0.2337x - 40.8806
(c) y = -0.6643x - 59.2576 (d) y = -0.6643x + 59.2576
✅ рд╕рд╣ी рдЙрдд्рддрд░: (d) y = -0.6643x + 59.2576
ЁЯУР рдЪрд░рдгрдмрдж्рдз рд╕рдоाрдзाрди
| Step | рд╕ूрдд्рд░ / рдХ्рд░िрдпा | рдЧрдгрдиा |
| рджिрдпा рдЧрдпा | x̅ = 32, y̅ = 38, byx = -0.6643 | (byx рдХा рдЙрдкрдпोрдЧ рд╣ोрдЧा, bxy рдХा рдирд╣ीं) |
| 1 | Regression of y on x: y - y̅ = byx(x - x̅) | y - 38 = -0.6643(x - 32) |
| 2 | рд╕рд░рд▓ рдХрд░ें | y - 38 = -0.6643x + ( -0.6643 × -32?) → рд╕рд╣ी: (-0.6643)*( -32) = +21.2576? рдз्рдпाрди рджें: byx = -0.6643 , byx*(-32) = +21.2576 |
| 3 | рд╡िрд╕्рддाрд░ | y - 38 = -0.6643x + (32 × -0.6643) = -0.6643x -21.2576 |
| 4 | y рдХो рдЕрд▓рдЧ рдХрд░ें | y = -0.6643x -21.2576 + 38 → y = -0.6643x + 16.7424? рдоिрд╕рдоैрдЪ? |
| ⚠️ рдкुрдиः рдЬाँрдЪ: (x - x̅) = (x-32). byx = -0.6643 → -0.6643*(x-32) = -0.6643x + 21.2576. рдЕрддः y-38 = -0.6643x + 21.2576 → y = -0.6643x + 21.2576 + 38 = y = -0.6643x + 59.2576 ✅ (рд╡िрдХрд▓्рдк d) |
ЁЯУЦ рд╡्рдпाрдЦ्рдпा: Regression of y on x рдХे рд▓िрдП рд╣рдоेрд╢ा byx рдХा рдЙрдкрдпोрдЧ рдХрд░ें। UGC NET 2025 рдоें рдпрд╣ी рдк्рд░рд╢्рди рдЖрдпा।
ЁЯУМ "If a Durbin Watson statistic takes a value close to zero, what will be the value of the first order autocorrelation coefficient?"
(a) Close to zero (b) Close to plus one (c) Close to minus one (d) Close to either minus one or plus one
✅ рд╕рд╣ी рдЙрдд्рддрд░: (b) Close to plus one
ЁЯУР рд╡िрд╕्рддृрдд рдЧрдгрдиा рд╕ंрдмंрдз
| Step | рд╕ूрдд्рд░ | рдЧрдгрдиा / рдиिрд╖्рдХрд░्рд╖ |
| 1 | DW ≈ 2(1 - ╧Б) | ╧Б рдк्рд░рдердо-рдХोрдЯि рд╕рд╣рд╕ंрдмंрдз рдЧुрдгांрдХ |
| 2 | DW = 0 (close to zero) | 0 = 2(1 - ╧Б) → 0 = 2 - 2╧Б → 2╧Б = 2 → ╧Б = 1 |
| 3 | рдиिрд╖्рдХрд░्рд╖ | ╧Б рд▓рдЧрднрдЧ +1 (рдкूрд░्рдг рдзрдиाрдд्рдордХ рд╕्рд╡рд╕рд╣рд╕ंрдмंрдз) |
ЁЯУЦ DW ≈ 0 → perfect positive autocorrelation (╧Б → +1).
ЁЯУМ "If for a sample size of 64, the mean and standard deviation (SD) are found to be 82 and 6. The standard error (SE) for the mean is:"
(a) 0.75 (b) 0.14 (c) 10.4 (d) 2.2
✅ рд╕рд╣ी рдЙрдд्рддрд░: (a) 0.75
| Step | рд╕ूрдд्рд░ | рдЧрдгрдиा | рдкрд░िрдгाрдо |
| рджिрдпा рд╣ै | n = 64, SD = 6 | — |
| 1 | SE = SD / √n | 6 / √64 | |
| 2 | √64 = 8 | 6 / 8 | 0.75 |
ЁЯУМ "In a multiple regression with 3 independent variables and 20 observations, R² = 0.85. Find Adjusted R²."
✅ рд╕рд╣ी рдЙрдд्рддрд░: ≈ 0.820
| Step | рд╕ूрдд्рд░ | рдЧрдгрдиा |
| рдЬाрдирдХाрд░ी | n=20, k=3, R²=0.85 | |
| 1 | Adj R² = 1 - [(1-R²)(n-1)/(n-k-1)] | 1 - [(0.15)(19)/(20-3-1)=16] |
| 2 | рдЧрдгрдиा | 1 - [(2.85)/16] = 1 - 0.178125 = 0.821875 ≈ 0.822 |
ЁЯУЦ Adjusted R² = 0.822 (рдпा 0.82). рдоॉрдбрд▓ рдоें рдЪрд░ों рдХी рд╕ंрдЦ्рдпा рд╕рдоाрдпोрдЬिрдд рдХрд░рдиे рдкрд░ рдпрд╣ рдоाрди рдк्рд░ाрдк्рдд рд╣ोрддा рд╣ै।
ЁЯУМ "In a regression model, coefficient ╬▓̂ = 2.5 and standard error SE(╬▓̂) = 1.25. Calculate the t-statistic to test H₀: ╬▓ = 0."
✅ рд╕рд╣ी рдЙрдд्рддрд░: 2.0
| рд╕ूрдд्рд░ | рдЧрдгрдиा | рдкрд░िрдгाрдо & рд╡्рдпाрдЦ्рдпा |
| t = ╬▓̂ / SE(╬▓̂) | 2.5 / 1.25 | t = 2.0 |
| Critical value (df large, ╬▒=0.05) ≈ 1.96 | 2.0 > 1.96 → рдЪрд░ statistically significant рд╣ै। |
ЁЯОп рд╕рднी Numerical PYQs рдХा рд╕ाрд░ांрд╢ (Quick Revision Table)
| S.No | Year | Topic | Formula Used | Answer |
| 1 | 2019 | R² from bxy & byx | R² = bxy × byx | 48% |
| 2 | 2023 | R² from TSS,SSE | R² = 1 - (SSE/TSS) | 0.903 (Good fit) |
| 3 | 2023 | Cobweb phenomenon | Conceptual | Cobweb phenomenon |
| 4 | 2025 | Regression of y on x | y - ╚│ = byx(x - x̄) | y = -0.6643x + 59.2576 |
| 5 | Classic | DW to ╧Б conversion | DW ≈ 2(1-╧Б) | DW=0 → ╧Б=+1 |
| 6 | Pattern | Standard Error | SE = SD/√n | 0.75 |
| 7 | Pattern | Adjusted R² | Adj R² = 1 - [(1-R²)(n-1)/(n-k-1)] | ≈0.822 |
| 8 | Pattern | t-statistic | t = ╬▓̂/SE(╬▓̂) | 2.0 |
ЁЯФе Exam рдХे рд▓िрдП Important Numerical Formulas
| Formula | рдЙрдкрдпोрдЧ (Use) |
| R² = bxy × byx | рджो-рдЪрд░ рдк्рд░рддिрдЧрдорди рдоें R² рдиिрдХाрд▓рдиा |
| R² = 1 - (SSE/TSS) | R² рдиिрдХाрд▓рдиा (рдЬрдм SSE рдФрд░ TSS рджिрдП рд╣ों) |
| DW ≈ 2(1 - ╧Б) | DW statistic рд╕े autocorrelation coefficient (╧Б) рдиिрдХाрд▓рдиा |
| t = ╬▓̂ / SE(╬▓̂) | Regression coefficient рдХी significance рдЬाँрдЪрдиा |
| SE = SD/√n | Standard error of mean рдиिрдХाрд▓рдиा |
| y - ╚│ = byx(x - x̄) | Regression of y on x рдХा equation рдмрдиाрдиा |
| Adj R² = 1 - [(1-R²)(n-1)/(n-k-1)] | Adjusted R² рдиिрдХाрд▓рдиा (multiple regression) |
ЁЯУМ Numerical рдХे рд▓िрдП Exam Tips
- R² = bxy × byx – Simple regression рдоें рдпрд╣ी рд╕рдмрд╕े important formula рд╣ै।
- DW ≈ 2(1 - ╧Б) – DW рдФрд░ ╧Б рдХे рдмीрдЪ relation рдкрд░ рдЕрд╡рд╢्рдп рдк्рд░рд╢्рди рдЖрддा рд╣ै।
- Regression of y on x – byx рдХा use рд╣ोрдЧा, bxy рдХा рдирд╣ीं – рдпрд╣ рднूрд▓рдиा common mistake рд╣ै।
- Adjusted R² – Multiple regression рдоें R² рдХी рддुрд▓рдиा рдХे рд▓िрдП рдЗрд╕рдХा use рд╣ोрддा рд╣ै।
- t-statistic = ╬▓̂ / SE(╬▓̂) – рд╣рд░ regression output рдоें рджेрдЦрдиे рдХो рдоिрд▓рддा рд╣ै।
- DW = 0 → ╧Б = +1 ; DW = 4 → ╧Б = -1 ; DW = 2 → ╧Б = 0.
рдЯिрдк्рдкрдгिрдпाँ
рдПрдХ рдЯिрдк्рдкрдгी рднेрдЬें