- #1
bobthebanana
- 23
- 0
Least squares regression of Y on A-D based on sample size of 506
Y = 11.08 - 0.954*A - 0.134*B + 0.255*C - 0.052*D
s.errs (0.32) (0.117) (0.043) (0.019) (0.006)
R^2 = 0.581
problem A. Test null that coefficient on D is equal to 0
d = coefficient on D
null: D ~ N(0, 0.006)
Pr(d >= 0.052) = 1 - normalcdf(0.052 / 0.006) = 0
reject
problem B. Construct 95% confidence interval for coefficient on D
0.052 +/- 1.96*(0.006 / sqrt(506))
problem C. What is the probability that this interval contains the true population regression coefficient on D?
? just 95%?
___________
The problem gives a lot of info and I only use very little of it, which leads me to believe I'm doing something wrongly. Am I?
Thanks for the help!
Y = 11.08 - 0.954*A - 0.134*B + 0.255*C - 0.052*D
s.errs (0.32) (0.117) (0.043) (0.019) (0.006)
R^2 = 0.581
problem A. Test null that coefficient on D is equal to 0
d = coefficient on D
null: D ~ N(0, 0.006)
Pr(d >= 0.052) = 1 - normalcdf(0.052 / 0.006) = 0
reject
problem B. Construct 95% confidence interval for coefficient on D
0.052 +/- 1.96*(0.006 / sqrt(506))
problem C. What is the probability that this interval contains the true population regression coefficient on D?
? just 95%?
___________
The problem gives a lot of info and I only use very little of it, which leads me to believe I'm doing something wrongly. Am I?
Thanks for the help!