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CHAPTER 5: TWO-VARIABLE
REGRESSION: INTERVAL ESTIMATION
AND HYPOTHESIS TESTING
• → two-sided test
• → one-sided test
5.7 HYPOTHESIS TESTING:
THE TEST-OF-SIGNIFICANCE APPROACH
• Broadly speaking, a test of significance is a procedure by
which sample results are used to verify the truth or falsity
of a null hypothesis. The key idea behind tests of
significance is that of a test statistic (estimator) and the
sampling distribution of such a statistic under the null
hypothesis. The decision to accept or reject H0 is made on
the basis of the value of the test statistic obtained from the
data at hand.
5.7 HYPOTHESIS TESTING:
THE TEST-OF-SIGNIFICANCE APPROACH
• is the value of β2 under H0 and where −tα/2 and tα/2 are the
values of t (the critical t values) obtained from the t table for (α/2)
level of significance and n − 2 df.
5.7 HYPOTHESIS TESTING:
THE TEST-OF-SIGNIFICANCE APPROACH
5.7 HYPOTHESIS TESTING:
THE TEST-OF-SIGNIFICANCE APPROACH
5.7 HYPOTHESIS TESTING:
THE TEST-OF-SIGNIFICANCE APPROACH
5.7 HYPOTHESIS TESTING:
THE TEST-OF-SIGNIFICANCE APPROACH
5.7 HYPOTHESIS TESTING:
THE TEST-OF-SIGNIFICANCE APPROACH
• Since we use the t distribution, the preceding testing procedure is called
the critical region. In this case the null hypothesis is rejected. By the
the test statistic lies in the acceptance region. In this situation, the null
• To test this hypothesis, we use the one-tail test (the right tail),
as shown in Figure 5.5.
• The test procedure is the same as before except that the
upper confidence limit or critical value now corresponds to tα
= t0.05, that is, the 5 percent level. As Figure 5.5 shows, we
need not consider the lower tail of the t distribution in this
case.
• CI = (- ∞, 0.3664)
TABLE 5.1 (page 133)
Testing the Significance of σ2: The χ2 Test
Testing the Significance of σ2: The χ2 Test
The Meaning of “Accepting” or “Rejecting”
a Hypothesis
The Exact Level of Significance: The p Value
In Eq. (5.11.1) the figures in the first set of parentheses are the estimated
standard errors of the regression coefficients, the figures in the second set are
estimated t values computed from (5.3.2) under the null hypothesis that the
true population value of each regression coefficient individually is zero (e.g.,
3.8128 = 24.4545 ÷ 6.4138), and the figures in the third set are the estimated p
values. Thus, for 8 df the probability of obtaining a t value of 3.8128 or greater
is 0.0026 and the probability of obtaining a t value of 14.2605 or larger is about
0.0000003.