Question

A regression model involved 5 independent variables and 136 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have

Answer 1

Answer:

Given,

n = 136

k = 5

Here we have to remember that there are p = k + 1 ordinary conditions, one for every one of the obscure relapse coefficients.

The answer for the ordinary conditions will be the least-squares estimators

Subsequently,

p = k + 1

= 5 +1

p = 6

Now the critical value of t for testing the significance of every one of the autonomous factors coefficient will have is, T alpha/2,n-p

Let us assume alpha = 0.05

At that point estimation of t is,

Critical value = T 0.025, 130 = 1.97838

So now for alpha = 0.01

At that point estimation of t is,

Critical value = T 0.005, 130 = 2.614177