Least squares regression of Y on A-D based on sample size of 506(adsbygoogle = window.adsbygoogle || []).push({});

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!

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# Simple least squares regression problem. Am I doing anything wrongly?

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