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badonkus

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tT
发表于 2011-7-13 16:20 | 只看该作者

T-stat for multiple regression

game, referring, multiple, specific, example
A little late in the game to be asking this, but I assumed I had the basics of quant (at least compared to some sections of PM/Econ)...

Anyway, Stalls indicates the formula to solve for t-stat of regression coefficient is:

Tcalc = b1-B1/sb1

CFAi indicates the formula is simply b1/sb1

If you need a specific example I am referring to #40 of the CFAi PM mocks.
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chaojimali

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2#
发表于 2011-7-13 16:20 | 只看该作者
It the man ( B1 in the above ) is zero , then CFAI is same as Stalla . Read the question carefully

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ppls

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3#
发表于 2011-7-13 16:20 | 只看该作者
Thanks for the quick response. I'll go back and read the question, but I thought for sure they indicated the null was = 1, not zero in this case.

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Swanand

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4#
发表于 2011-7-13 16:20 | 只看该作者
The general formula is Tcalc = b1-B1/sb1

The T stat that you see in the ANOVA tables is usually based on B1 =0. Hence, the formula is then: Tcalc = b1/sb1

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