6. In simple regression to test the hypothesis of H<sub>0</sub>: \(\beta_1 = 0\) versus H<sub>A</sub>: \(\beta_1 \neq 0\) T distribution with n-2 degrees of freedom is used. Show that test statistic under H<sub>0</sub> is \(T = \frac{r\sqrt{n-2}}{\sqrt{1-r^2}}\), where r is sample correlation coefficient.
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The test statistic in simple regression is given by: t = r * √((n-2) / (1 - r^2)) where: - t is the test statistic - r is the correlation coefficient between the independent variable and the dependent variable - n is the sample size Show more…
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