All of the following are true regarding the standard error of a coefficient except which one?
A)The standard error reflects the fact that the estimated coefficients have random element.
B)The standard error requires regression equations to be reestimated.
C)The standard error of a coefficient measures how much the estimated coefficient is likely to change if another set of data is used to reestimate the regression.
D)A small standard error suggests that the estimated coefficient is likely to be close to the true value.

Question

Quizplus · Accepted Answer

The standard error of a coefficient does not require regression equations to be reestimated, but rather it is calculated from the residuals and the number of observations in the model.

All of the Following Are True Regarding the Standard Error