The t-value of a coefficient measures how large the value of the estimated coefficient is relative to its standard error.

Question

Quizplus · Accepted Answer

This is true. The t-value is calculated as the estimated coefficient divided by its standard error, and it indicates how statistically significant the coefficient is in explaining the variation in the dependent variable. A larger t-value indicates a stronger effect of the corresponding independent variable on the dependent variable, and a smaller p-value associated with the t-value indicates a more reliable estimate of the coefficient.

The T-Value of a Coefficient Measures How Large the Value