Suppose that a researcher estimated a regression model and obtained a 95 % confidence interval for a parameter equal to {-1.02; 0.33}. Suppose that he estimates the same model with a number of observations that is four times larger than the original one. You expect the width of the confidence interval: O (a) to increase by a factor of 4 O (b) to decrease by a factor of 2 (c) to decrease by a factor of 4 O (d) None of the above

MATLAB: An Introduction with Applications
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Suppose that a researcher estimated a regression model and obtained a 95 % confidence interval for a parameter equal to -1.02; 0.33}. Suppose that he estimates
the same model with a number of observations that is four times larger than the original one. You expect the width of the confidence interval:
O (a) to increase by a factor of 4
O (b) to decrease by a factor of 2
(c) to decrease by a factor of 4
O (d) None of the above
Transcribed Image Text:Suppose that a researcher estimated a regression model and obtained a 95 % confidence interval for a parameter equal to -1.02; 0.33}. Suppose that he estimates the same model with a number of observations that is four times larger than the original one. You expect the width of the confidence interval: O (a) to increase by a factor of 4 O (b) to decrease by a factor of 2 (c) to decrease by a factor of 4 O (d) None of the above
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