If the three least squares assumptions hold,then the large sample normal distribution of 1 is
A) .
B) .
C) .
D) .

Question

If the three least squares assumptions hold,then the large sample normal distribution of  1 is
A) . 
B) . 
C) . 
D) .

Quizplus · Accepted Answer

The large sample normal distribution of the estimated coefficients in a linear regression model is given by a t-distribution with n-p degrees of freedom, where n is the sample size and p is the number of predictors. However, if the sample size is large enough (typically n > 30), the t-distribution can be approximated by a normal distribution. As long as the three least squares assumptions hold, the estimated coefficients will follow a normal distribution. Therefore, choice B is the best answer as it indicates a normal distribution.

If the Three Least Squares Assumptions Hold,then the Large Sample