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Homework Help: Simple least squares regression problem. Am I doing anything wrongly?

  1. May 17, 2009 #1
    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

    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!
  2. jcsd
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