You have estimated the relationship between test scores and the student-teacher ratiounder the assumption of homoskedasticity of the error terms. The regression output is asfollows: ^TestScore = 698.9 - 2.28x STR, and the standard error on the slope is 0.48. Thehomoskedasticity-only “overall” regression F- statistic for the hypothesis that theRegression R2 is zero is approximatelya. 0.96b. 1.96c. 22.56d. 4.75

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Answer:

The correct option is c.

Step-by-step explanation:

The given regression output is

[tex]\widehat{Test Score}=698.9-2.28\times STR[/tex]         ... (1)

The standard error on the slope is 0.48.

The slope intercept form of regression line  is

[tex]Y=B_0+B_1x[/tex]               .... (2)

The test statistic is a t statistic (t) defined by the following equation.

[tex]t=\frac{B_1}{SE}[/tex]       ... (3)

From (1) and (2) we get

[tex]B_0=698.9,B_1=-2.28[/tex]

Substitute [tex]B_1=-2.28[/tex] and SE=0.48 in equation (3).

[tex]t=\frac{-2.28}{0.48}[/tex]

[tex]t=-4.75[/tex]

So, the F-statistics is

[tex]F-statistics = t^2[/tex]

[tex]F-statistics = (-4.75)^2[/tex]

[tex]F-statistics =22.56[/tex]

Therefore the correct option is c.

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