Under the five extended least squares assumptions, the homoskedasticity-only t-distribution in this chapter
A)has a Student t distribution with n-2 degrees of freedom.
B)has a normal distribution.
C)converges in distribution to a $x _ { n - 2 } ^ { 2 }$ distribution.
D)has a Student t distribution with n degrees of freedom.

Question

Quizplus · Accepted Answer

The homoskedasticity-only t-distribution under the five extended least squares assumptions has a Student t distribution with n-2 degrees of freedom, where n is the sample size. This accounts for the estimation of two parameters (the intercept and slope in a simple linear regression model).

Under the Five Extended Least Squares Assumptions, the Homoskedasticity-Only T-Distribution xn−22x _ { n - 2 } ^ { 2 }xn−22​

Under the Five Extended Least Squares Assumptions, the Homoskedasticity-Only T-Distribution $x _ { n - 2 } ^ { 2 }$