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Math Help - Simple Linear Regression

  1. #1
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    Simple Linear Regression

    In a simple linear regression you are told that the estimate of the slope coefficient was 0.9 and that the "t-statistic" for testing whether the slope parameter was unity or not was -2.6. What is the estimated standard error for the estimated slope coefficient?

    Please show full working out. Thanks XD
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  2. #2
    MHF Contributor
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    Re: Simple Linear Regression

    Hey tjang.

    Hint: What is the definition of the test-statistic given a population mean, sample mean and sample variance?
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