Consider a Bivariate Regression Model with Coefficient Standard Errors Calculated

question 22

Multiple Choice

Consider a bivariate regression model with coefficient standard errors calculated using the usual formulae. Which of the following statements is/are correct regarding the standard error estimator for the slope coefficient?
(I) It varies positively with the square root of the residual variance (s)
(ii) It varies positively with the spread of X about its mean value
(iii) It varies positively with the spread of X about zero
(iv) It varies positively with the sample size T

• A) (i) only
• B) (i) and (iv) only
• C) (i), (ii) and (iv) only
• D) (i), (ii), (iii) and (iv).

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