鲁同学2019-10-09 07:55:00
鲁同学1小时14分多时，这个t分布，2.101，数字怎么查出来的？谢谢
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Peter F2019-10-09 18:15:46
Peter F同学，你好：是通过查 t-分布表 得到的，方法如下。
1）Assume we used 62 monthly observations in our regression analysis.
2）We will use a 95 percent confidence interval for our test, or we could say that the test has a significance level of 0.05.
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3）The critical value for the test depends on the number of degrees of freedom for the t-distribution under the null hypothesis. The number of degrees of freedom equals the number of observations minus the number of parameters estimated. In a regression with one independent variable, there are two estimated parameters, the intercept term and the coefficient on the independent variable. For 62 observations and two parameters estimated in this example, we have 60 degrees of freedom (62 − 2).
4）For 60 degrees of freedom, the table of critical values in the back of the book shows that the critical t-value at the 0.05 significance level is 2.00.
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以上参考原版书第250页，6 - Hypothesis Testing。
然后，参考原版书的课后附录 Appendix B。
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这道题如下。
1）本题总样本数为52
2）自由度为52-2=50
3）显著性水平为5%（双尾检验）
4）查课后附表得 t=2.009
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是的，老师，所以不是2.101，正确为2.009
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