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.
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.