If the error variable $\varepsilon$ is normally distributed, the test statistic for testing $H _ { 0 } : \beta _ { 1 } = 0$ in a simple linear regression follows the Student t-distribution with n - 1 degrees of freedom.

Question

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In a simple linear regression, the test statistic for $H _ { 0 } : \beta _ { 1 } = 0$ follows a Student t-distribution with n - 2 degrees of freedom, not n - 1.

If the Error Variable ε\varepsilonε Is Normally Distributed, the Test Statistic for Testing

If the Error Variable $\varepsilon$ Is Normally Distributed, the Test Statistic for Testing