- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 10. Simple Linear Regression
- Subject 4. Hypothesis Testing of Linear Regression Coefficients
CFA Practice Question
The test statistic for a hypothesis test for the slope of a regression line, b1, is:
B. an F-statistic with n-k+1 degrees of freedom, where k = number of independent variables.
C. a t-statistic with n-k-1 degrees of freedom, where k = number of independent variables.
A. a z-statistic with n-k-1 degrees of freedom, where k = number of independent variables.
B. an F-statistic with n-k+1 degrees of freedom, where k = number of independent variables.
C. a t-statistic with n-k-1 degrees of freedom, where k = number of independent variables.
Correct Answer: C
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