In simple linear regression, if the error variable is normally distributed, the test statistic for testing is t-distributed with n - 2 degrees of freedom.

Question

In simple linear regression, if the error variable  is normally distributed, the test statistic for testing  is t-distributed with n - 2 degrees of freedom.

Quizplus · Accepted Answer

This is true. In simple linear regression, the t-test can be used to test the significance of the slope coefficient, and if the error variable is normally distributed, the test statistic follows a t-distribution with n - 2 degrees of freedom.

In Simple Linear Regression, If the Error Variable Is