If and are estimated values of regression coefficients associated with two explanatory variables in a regression equation, then the standard error ( ) = standard error ( ) - standard error ( ).

Question

If  and  are estimated values of regression coefficients associated with two explanatory variables in a regression equation, then the standard error (  ) = standard error (  ) - standard error (  ).

Quizplus · Accepted Answer

There is no clear relationship between the two estimated regression coefficients and their standard errors, so it is not true that the standard error of one coefficient is equal to the difference between the standard errors of the two coefficients. If 11eab06d_251a_f9d5_beed_d36be00b03d5_TB2133_11 and 11eab06d_251b_20e6_beed_a50a79225a7c_TB2133_11 are estimated values of regression coefficients associated with two explanatory variables in a regression equation, then the standard error ( 11eab06d_251b_20e7_beed_4f49221fc172_TB2133_11 ) 11eab06d_251b_20e8_beed_c5c99a203d2e_TB2133_11 standard error ( 11eab06d_251b_47f9_beed_29d97b046939_TB2133_11 ) - standard error ( 11eab06d_251b_47fa_beed_dd7a17eb0c46_TB2133_11 ).

If and Are Estimated Values of Regression Coefficients