The Formula for the Standard Error of the Regression Coefficient

question 57

Multiple Choice

The formula for the standard error of the regression coefficient, when moving from one explanatory variable to two explanatory variables,

• A)stays the same.
• B)changes, unless the second explanatory variable is a binary variable.
• C)changes.
• D)changes, unless you test for a null hypothesis that the addition regression coefficient is zero.

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Master Budget

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