Page 27 - FINAL CFA II SLIDES JUNE 2019 DAY 2
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LOS 8.c: Formulate an Ho and Ha about the population value of a READING 8: MULTIPLE REGRESSION AND ISSUES IN REGRESSION ANALYSIS
regression coefficient, calculate the value of the test statistic, and
determine whether to reject Ho at a given SL.
MODULE 8.2: HYPOTHESIS TESTS AND CONFIDENCE INTERVALS
LOS 8.d: Interpret the results of hypothesis tests of regression
coefficients.
Meaning/interpretation?
t-statistic (7.8) > the upper critical t-value (1.68) So?
Conclude that the PR regression coefficient is statistically significantly different from zero
Reject Ho, and?
at the 10% significance level.
