NO.PZ201904080100008002
问题如下:
2. Are the intercept term and the slope coefficient statistically significantly different from zero at the 5% significance level?
Give the t-critical values as follow:
the t-critical values are all two-tails
选项:
解释:
C is correct
考点:Hypothesis Test in Linear Regression
解析:因为是48个月的数据,所以n=48,所以本题应该去查双尾95%的df=48-2=46的数据,即 the critical two-tailed 95% t-value = 2.013.
截距项的 t检验值=0.0053/0.0042=1.262<2.013,斜率项的t检验值=1.5863/0.0744=21.32>2.013 所以,截距项不显著,斜率项显著
请问在这里面t检验值的公式是什么?谢谢