问题如下:
Gloria wants to calculate the confidence interval for one independent variable’s regression coefficient in the multiple regression analysis, which of the following data is least likely to be used for the calculation?
选项:
A.This independent variable’s regression coefficient.
B.T-statistic of this independent variable.
C.Standard error of the regression coefficient.
解释:
B is correct.
考点: Interpret Regression Coefficient, Assumptions and F-test.
解析: 当我们想要计算多元回归中某个自变量回归系数的置信区间时,具体的公式为\widehat{b_1}\pm t_cS_\widehat{b_1} ,其中\(t_c\)代表的是查表所得的临界值,而不是分析结果中t统计量的值,所以B选项的描述是错误的,选择B。
The formulas can not be shown correctly.