Which statistic is used to test hypotheses about individual regression coefficients?
A) t-statistic
B) z-statistic
C) (chi-square statistic)
D) F

Question

Which statistic is used to test hypotheses about individual regression coefficients?
A) t-statistic 
B) z-statistic 
C) (chi-square statistic) 
D) F

Quizplus · Accepted Answer

The t-statistic is the appropriate statistic for testing hypotheses about individual regression coefficients. It measures the ratio of the estimated coefficient to its standard error, and follows a t-distribution under the assumption of normal errors.

Which Statistic Is Used to Test Hypotheses About Individual Regression