Question

Which statistic is used to test hypotheses about individual regression coefficients?

Answer 1

TESTING HYPOTHESIS ABOUT INDIVIDUAL REGRESSION COEFFICIENTS: t STATISTIC) : The t statistic. Used to determine which of the independent variables influences the dependent variable. Whether a particular independent variable influences the dependent variable Test whether the true value of the parameter estimate is zero. The higher the value of the t-statistic, the smaller the value of the regression coefficient is zero.