问题如下:
What is the appropriate null hypothesis to test the statistical significance of the intercept term in the following regression?
Y = a1 + a2 (X) + ε
选项:
A.HA: a1 = 0.
B.HA: a1 ≠ 0.
C.HA: a2≠0.
D.HA: a2 = 0.
解释:
A is correct
考点:对截距项的检验
解析:a1是截距项,对a1进行显著性检验时候null hypothesis(原假设)是a1等于0,alternative hypothesis(备择假设)是a1不等于0.
为什么不设置成H0:az不等于0,然后备折假设用Ha=0 呢?