Which of the following is the relevant sampling distribution for regression coefficients?
A)Normal distribution
B)t-distribution with n-1 degrees of freedom
C)t-distribution with n-1-k degrees of freedom
D)F-distribution with n-1-k degrees of freedom

Question

Quizplus · Accepted Answer

The sampling distribution of regression coefficients is best described by the t-distribution with n-1-k degrees of freedom, where n is the sample size and k is the number of independent variables. This accounts for the degrees of freedom consumed by estimating both the intercept and the coefficients of the independent variables.

Which of the Following Is the Relevant Sampling Distribution for Regression