The test statistic for testing the significance for the regression coefficient follows the _____.
A)normal distribution
B)F- distribution
C)Student's t- distribution
D)chi- square distribution

Question

Quizplus · Accepted Answer

The test statistic for testing the significance of the regression coefficient follows the Student's t-distribution. This is because the regression coefficient's standard error is estimated from the sample, making the t-distribution appropriate for small sample sizes or when the population variance is unknown.

The Test Statistic for Testing the Significance for the Regression