Let be estimated on a large sample. The 95% confidence interval of the coefficient of is and . The standard error of the estimated coefficient is ________ (round off to 1 decimal place).
1 markEconometricsLinear regression and OLSt-tests, F-tests and testing restrictionsModerateabout 2 min
IIT JAM 2023 Question 49: Linear regression and OLS
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Plain-text version
Let ŷ=5.5+3.2x be estimated on a large sample. The 95% confidence interval of the coefficient of x is [0.26, 6.14] and R²=0.26. The standard error of the estimated coefficient is (round off to 1 decimal place).
Also written as: Let y_hat=5.5+3.2x be estimated on a large sample. The 95% confidence interval of the coefficient of x is [0.26, 6.14] and R^2=0.26. The standard error of the estimated coefficient is (round off to 1 decimal place).
Linear regression and OLS has come up 74 times in 7 exams since 2008.
What this question tests
This question is on t-tests, F-tests and testing restrictions, part of Linear regression and OLS in Econometrics.
Testing a single coefficient, several coefficients, or a linear restriction.
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