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To test if the regression coefficient is statistically different from zero at the Nth % level of significance?

May 14, 2016

Use a two-tailed test or one-tailed test at n/2 % significance level. Make sure you use the right value from the t-Distribution table.

The absolute value of the regression coefficient must exceed the t-test table value at n-k-1 degrees of freedom.


From → Quant

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