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If You Wanted to Test, Using a 5 R2R ^ { 2 }

Question 11

Multiple Choice

If you wanted to test, using a 5 % significance level, whether or not a specific slope coefficient is equal to one, then you should


A) subtract 1 from the estimated coefficient, divide the difference by the standard error, and check if the resulting ratio is larger than 1.96 .
B) add and subtract 1.96 from the slope and check if that interval includes 1 .
C) see if the slope coefficient is between 0.95 and 1.05 .
D) check if the adjusted R2R ^ { 2 } is close to 1 .

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