Compute the se of partial slopes and intercept

benoit16

New Member
Good afternoon,

This may go beyong the aim of the FRM, but I guess you that you may be able to help me.

To compute the the t-stat associated to each coefficient of a liner regression
you need to compute : Beta(i) / StandardError(Beta(i)).

On your video on linear regression you use the Standard Errors provided by excel
to make the t-stat test.

But would you know the formula used to compute Standard Error
of the intercept and the partial slopes in a linear regression?

Thanks in advance for your answer.
 
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