Consider the fitted values from a simple linear regression model with intercept: yˆ = 5 + 6x. Assume that the total number of observations is n = 302. In addition, the R-squared of the regression is R2 = 0.6 and Pn i=1(xi − x¯) 2 = 15, where ¯x is the sample mean of x. Under the classical Gauss-Markov assumptions standard error of the estimated slope coefficient = 0.0365 What is the value of the t-statistic for the null hypothesis H0 : the slope coefficient is equal to 0 versus H1 : the slope coefficient is different from 0?
Consider the fitted values from a simple linear regression model with intercept: yˆ = 5 + 6x. Assume that the total number of observations is n = 302. In addition, the R-squared of the regression is R2 = 0.6 and Pn i=1(xi − x¯) 2 = 15, where ¯x is the sample mean of x. Under the classical Gauss-Markov assumptions standard error of the estimated slope coefficient = 0.0365 What is the value of the t-statistic for the null hypothesis H0 : the slope coefficient is equal to 0 versus H1 : the slope coefficient is different from 0?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Consider the fitted values from a simple linear regression model with intercept: yˆ = 5 + 6x. Assume that the total number of observations is n = 302. In addition, the R-squared of the regression is R2 = 0.6 and Pn i=1(xi − x¯) 2 = 15, where ¯x is the sample mean of x. Under the classical Gauss-Markov assumptions
standard error of the estimated slope coefficient = 0.0365
What is the value of the t-statistic for the null hypothesis H0 : the slope coefficient is equal to 0 versus H1 : the slope coefficient is different from 0?
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