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Exam MAS-I Practice Question 170

Study guide: Exam MAS-I

Four analysts each test whether a regression coefficient \beta is zero, using the t-statistic \hat\beta/\text{SE}(\hat\beta):

  • (A) A simple linear regression on 7 territories gives t = 2.7; the alternative is \beta \ne 0.
  • (B) A regression with an intercept and 3 predictors on 64 policies gives t = 2.45; the alternative is \beta \ne 0.
  • (C) A regression with an intercept and 3 predictors on 64 policies gives t = 2.45; the alternative is \beta > 0.
  • (D) A simple linear regression on 7 territories gives t = 2.1; the alternative is \beta \ne 0.

Rows of the t table (two-sided tail areas):

df 0.20 0.10 0.05 0.02 0.01
5 1.476 2.015 2.571 3.365 4.032
60 1.296 1.671 2.000 2.390 2.660

Order the four tests by p-value, from smallest to largest. Enter the letters with no spaces, e.g. ABCD.

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