You have estimated the relationship between testscores and the student-teacher ratio under the assumption of homoskedasticity of the error terms. The regression output is as follows: $\widehat{\text { TestScore} }$ = 698.9 - 2.28 × STR, and the standard error on the slope is 0.48. The homoskedasticity-only "overall" regression F- statistic for the hypothesis that the Regression R² is zero is approximately A)0.96 B)1.96 C)22.56 D)4.75

Question

Quizplus · Accepted Answer

The F-statistic is calculated as the square of the t-statistic for the slope coefficient. The t-statistic is the coefficient divided by its standard error: $-2.28 / 0.48 = -4.75$. Squaring this gives the F-statistic: $4.75^2 = 22.56$.

You Have Estimated the Relationship Between Testscores and the Student-Teacher TestScore^\widehat{\text { TestScore} } TestScore

You Have Estimated the Relationship Between Testscores and the Student-Teacher $\widehat{\text { TestScore} }$