NO.PZ2018101001000032
问题如下:
Allen does the regression analysis to analyze the relationship between X and Y,and gets that the t-statistic for X is 2.8793. If the n is 102,which of the following statements is least likely correct?
选项:
A.The estimated X coefficient is statistically significant at the 0.1 level.
B.The estimated X coefficient is not statistically significant at the 0.1 level.
C.The estimated X coefficient is statistically significant at the 0.05 level.
解释:
B is correct.
考点: Regression Coefficient: T-test.
解析:通过查T分布表可知,当df=100时, α =5%的情况下分界点等于1.984; α =10%的情况下分界点等于1.660。这两个值均小于t-statistic,即2.8793,所以说the estimated X coefficient is statistically significant both at the 0.1 level and 0.05 level,A和C正确。这道题要求选择是描述错误的一项,所以应该选择B选项。
T statistic是值-0除以ERROR,T critical是啥?
那在本题目中又是用的啥,有点乱。