The test statistic used to test the hypothesis of whether a regression coefficient is significantly different from zero,holding all other independent variables constant,is called a(n):
A)F-test.
B)autocorrelation test.
C)multicollinearity test.
D)t-test.

Question

Quizplus · Accepted Answer

The test statistic used to test the hypothesis of whether a regression coefficient is significantly different from zero, holding all other independent variables constant, is a t-test. This is because we are testing a single regression coefficient in isolation, and the t-test is most appropriate for this situation. The other options (F-test, autocorrelation test, multicollinearity test) are used for different purposes in regression analysis.

The Test Statistic Used to Test the Hypothesis of Whether