APFIVE Sampling Distribution Of The Slope
Which of the following statements correctly describes the use of the t-distribution for the sampling distribution of the sample slope in a linear regression analysis?
A
The normal distribution is applicable when the residuals are heavily skewed.
B
The sample slope always follows a normal distribution independent of sample size.
C
When the sample size is small (e.g., $$n = 15$$), the statistic $$\frac{b - \beta}{s_b}$$ follows a t-distribution with $$df = 15 - 2 = 13$$.
D
A t-distribution with $$df = n - 1$$ is used to test the slope.
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