问题如下:
Paul does the regression analysis of X and Y and gets the following results:
What is 90% confidence interval for the coefficient on X if n is 102?
选项:
A.[1.4290,10.8024]
B.[2.2624,10.8024]
C.[2.2624,11.6358]
解释:
B is correct.
考点: Regression Coefficient Confidence Interval.
解析: Regression Coefficient Confidence Interval的公式是 ,这里的等于6.5324, 等于2.5723。已知n为102,所以自由度df等于100。查T分布表可得,当为10%,df=100时的分界点为1.660,即 。所以X的系数的置信区间为6.5324±1.660×2.5723,即[2.2624,10.8024]
90%的置信水平对于Ttest不是双尾吗,因为n=102大于30 近似z分布 双尾90% 就是单边α=0.05,那么z-value应该是1.96啊?