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。
1.65 1.96 2.58对应的df是多少?基本都背过了这三个critical value,但是他们对应的自由度是多少,为啥有时候不需要估计样本容量可以直接使用呢?