问题如下:
If and its 95% confidence interval is [0.43,1.67], what is the t-statistic of ? What is the p-value of the t-statistic?
选项:
解释:
The standard error is(1.67 - 0.43)/(2 * 1.96)= 0.316.
The t-stat is then 3.31.
The two-sided p-value is 2(1- Φ(|t|))=0.09%
老师,这道题的t-stat怎么算出来的啊?我看讲义上说t=(b hat-b)/S, df=n-2, 这里的b hat就是这道题的β hat吗?怎么由standard error就得出t-stat是3.31了呢?麻烦老师讲一下这个3.31怎么求出来的,不是特别懂,如果是查表的话,这道题也不知道n是多少啊