A simple regression analysis linking dependent variable y to independent variable x is conducted with 20 observations.The F ratio used to test the  = 0 null hypothesis indicates that the slope coefficient is statistically significant at the 5% significance level.The value of t_stat for the x coefficient will also show that the slope coefficient is A)statistically significant at the 2.5% significance level. B)greater than F C)statistically significant at the 5% significance level. D)statistically significant at the 1% significance level. E)none of the above

Question

Quizplus · Accepted Answer

In simple linear regression, the t-test for the slope coefficient and the F-test for the overall model significance will give the same p-value. Therefore, if the F-test shows the slope is significant at the 5% level, the t-test will also show significance at the 5% level.

A Simple Regression Analysis Linking Dependent Variable Y to Independent