Results 1 to 2 of 2

Math Help - Hypothesis tests for regression coefficients

  1. #1
    Newbie
    Joined
    Sep 2009
    From
    North West England
    Posts
    24

    Hypothesis tests for regression coefficients

    Hey,

    doing a question on hypothesis testing for regression coefficients and a formula I have to work out the t value is t = (β - b)/root( σ2(X'X)-1jj) for my beta I have 0.04399 and for sigma squared I have 0.0215 and for (X'X)-1 I have ( 0.28553 -0.0058 0.00713; -0.0058 0.00013 -0.00019; 0.00713 -0.00019 0.00047) the only thing I'm struggling with is understanding how to calculate (σ2 * (X'X)33 ) don't really know how to calculate the matrix bit really, all I know is it's the diagonal element. Any help appreciated thanks!

    Nathan
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    Joined
    Sep 2012
    From
    Australia
    Posts
    3,814
    Thanks
    664

    Re: Hypothesis tests for regression coefficients

    Hey NathanBUK.

    Just calculate the transpose of the matrix X (which is X') and then multiply this by X and you should get a covariance estimate matrix which you can use for inference.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Significance Tests of the Regression Model.
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: December 13th 2010, 06:30 AM
  2. Electricity Demand and Hypothesis Tests
    Posted in the Statistics Forum
    Replies: 2
    Last Post: October 18th 2010, 02:07 PM
  3. Hypothesis tests
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: August 10th 2010, 11:55 AM
  4. hypothesis tests help
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: April 13th 2008, 05:25 AM
  5. binomial, hypothesis tests - hard one
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: May 30th 2006, 08:54 PM

Search Tags


/mathhelpforum @mathhelpforum