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    Principles of Econometrics
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    Exam 5: Prediction, Goodness-Of-Fit and Modeling Issues
  5. Question
    Which of the Following Will Change If You Scale the Dependent
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Which of the Following Will Change If You Scale the Dependent

Question 18

Question 18

Multiple Choice

Which of the following will change if you scale the dependent variable in a simple regression model?


A) p-value
B) t-value of β\betaβ 2
C) R2
D) β\betaβ 1

Correct Answer:

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