Author Question: In the multiple regression model, the t-statistic for testing that the slope is significantly ... (Read 233 times)

ereecah · **on:** Jun 29, 2018

In the multiple regression model, the t-statistic for testing that the slope is significantly different from zero is calculated

A) by dividing the estimate by its standard error.
B) from the square root of the F-statistic.
C) by multiplying the p-value by 1.96.
D) using the adjusted R2 and the confidence interval.

Question 2

The following OLS assumption is most likely violated by omitted variables bias:

A) E(ui Xi) = 0
B) (Xi, Yi) i=1,..., n are i.i.d draws from their joint distribution
C) there are no outliers for Xi, ui
D) there is heteroskedasticity