The critical value to test the significance of the regression coefficients using α = 0.05 is _______.
A)1.945
B)1.831
C)2.048
D)2.201

Question

Quizplus · Accepted Answer

The critical value for testing the significance of regression coefficients at α = 0.05 typically corresponds to the critical values from the t-distribution table, assuming a two-tailed test. The exact value depends on the degrees of freedom, which are determined by the sample size and the number of predictors in the model. However, for large sample sizes, the t-distribution approaches the standard normal distribution, and the critical value for α = 0.05 (two-tailed) is approximately 1.96. Choice C, 2.048, is closest to this value and is a common critical value used in many statistical tables for a slightly more conservative test.

The Critical Value to Test the Significance of the Regression