Inference about the slope βof a least-squares regression line is based on which of the following distributions?

(a) The t distribution with n-1degrees of freedom

(b) The standard Normal distribution

(c) The chi-square distribution with n-1degrees of freedom

(d) The t distribution with n-2degrees of freedom

(e) The Normal distribution with mean μand standard deviationσ

Short Answer

Expert verified

Inference about the slope βof a least-squares regression line is based on option (d) The tdistribution with n-2degrees of freedom.

Step by step solution

01

Concept introduction 

A regression line is marked in statistics that best govern the relationship of a set of data. In other phrases, it's a line that best describes a data set's trend.

02

Explanation

We must estimate two parameters (the y-intercept αand the slope β) in order to find the least-squares regression line.

The t-distribution with degrees of freedom equal to the sample size nminus the number of calculated parameters becomes the appropriate distribution.

df=n-2.

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