- CFA Exams
- CFA Exam: Level II 2021
- Study Session 2. Quantitative Methods (1)
- Reading 4. Introduction to Linear Regression
- Subject 5. Testing the significance of a regression coefficient

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**CFA Practice Question**

The test statistic for a hypothesis test for the slope of a regression line, b

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.

_{1}, is: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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