The confidence interval for a single coefficient in a multiple regression A)makes little sense because the population parameter is unknown. B)should not be computed because there are other coefficients present in the model. C)contains information from a large number of hypothesis tests. D)should only be calculated if the regression R² is identical to the adjusted R².

Question

Quizplus · Accepted Answer

The confidence interval for a single coefficient in a multiple regression contains information from a large number of hypothesis tests, reflecting the uncertainty around the estimate of that coefficient. It is a useful measure for understanding the precision of the estimate and does not depend on the population parameter being known, the presence of other coefficients, or specific values of model fit statistics like R-squared.

The Confidence Interval for a Single Coefficient in a Multiple