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Assume that we estimated the following model by OLS: y = + x +u. The sample size of the data is n=62. We calculated that
Assume that we estimated the following model by OLS: y = + x +u. The sample size of the data is n=62. We calculated that the standard errors for and are se()=1 and se()=2. Also, the estimates for and are =3 and =5. What is the 99% confidence interval for ? [We denote the estimates by bold font]
a. | (0.66,5.34) | |
b. | (1.44,4.56) | |
c. | (0.34,5.66) | |
d. | (1.66,4.34) |
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