1
Q
t statistic equation
A
estimated regression coefficient - hypothesized value/coefficient standard error
2
Q
degrees of freedom for t statistic
A
n - k - 1
3
Q
most common hypothesis test done on regression coefficients
A
null hypothesis is equal to 0
4
Q
k =
A
number of regression coefficients in the regression
5
Q
smallest level of significance for which the null hypothesis can be rejected
A
p value
6
Q
p value is LESS than significance level
A
reject null
7
Q
p value is GREATER than significance level
A
don’t reject null
CFA L2
flashcards
Decks in class (10)
# Cards
-
Module 1.2 Goodness of Fit and Hypothesis Tests31
-
Module 1.1 Intro to Linear Regression9
-
Module 1.3 Predicting Dependent Variables and Functional Forms8
-
Module 2.2 Hypothesis Tests and Predicted Values7
-
Module 2.3 ANOVA and F Test9
-
Module 2.4 Coefficient of Determination and Adj R Squared6
-
Module 2.6 Heteroskedasticity18
-
Module 2.7 Serial Correlation22
-
Module 2.8 Multicollinearity9
-
Module 2.9 Model Misspecification and Qualitative Dependent Variables10
