NO.PZ2018122801000062
问题如下：
For a sample of 400 firms, the relationship between corporate revenue (Yi) and the average years of experience per employee (Xi) is modeled as follows:
You wish to test the joint null hypothesis that at the 95% confidence level. The p-value for the t-statistic for β1 is 0.07, and the p-value for the t-statistic for β2 is 0.06. The p-value for the F-statistic for the regression is 0.045. Which of the following statements is correct?
选项：
A.You can reject the null hypothesis because each β is different from 0 at the 95% confidence level.
B.You cannot reject the null hypothesis because neither β is different from 0 at the 95% confidence level.
C.You can reject the null hypothesis because the F-statistic is significant at the 95% confidence level.
D.You cannot reject the null hypothesis because the F-statistic is not significant at the 95% confidence level.
解释：
C is correct.
考点Regression Coefficient Confidence Interval and Significance test
解析The T-test would not be sufficient to test the joint hypothesis. In order to test the joint null hypothesis, examine the F-statistic, which in this case is statistically significant at the 95% confidence level. Thus, the null can be rejected.
在双尾测试的时候，P-value是小于 α 还是小于α/2拒绝啊？就比如说置信区间95%，那P-value是小于5%还是2.5%拒绝？还是说不管单尾双尾，P-value都是小于 α 就拒绝？
