Question

Suppose your dataset has 52 observations, and you run a regression with 27 variables in- cluded. You want to run a two-sided t-test on the statistical significance on one of the coeﬀi- cients. How many degrees of freedom will this test have? Q2. If you and I agree to a 99% significance level for rejection of null hypotheses, what is the critical value for the test described above? Q3. Suppose the t-statistic for that coeﬀicient is 2.5. How certain are we that the coeﬀicient does not equal zero?

          Suppose your dataset has 52 observations, and you run a regression with 27 variables in-
cluded. You want to run a two-sided t-test on the statistical significance on one of the coeﬀi-
cients. How many degrees of freedom will this test have?
Q2. If you and I agree to a 99% significance level for rejection of null hypotheses, what is the critical
value for the test described above?
Q3. Suppose the t-statistic for that coeﬀicient is 2.5. How certain are we that the coeﬀicient does
not equal zero?

Added by Jose Ignacio C.

Question

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