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Confidence Interval for Regression Slope

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Consider the following statements regarding a confidence interval for β\beta, the slope of a population regression line.

I. The interval is constructed using the formula b±t∗×sbb \pm t^{*}\times s_b, where t∗t^{*} is the critical value from a t-distribution with n−2n-2 degrees of freedom.

II. As the standard error of the slope increases, the width of the confidence interval for β\beta increases.

III. A wider confidence interval indicates stronger evidence of a linear relationship between the explanatory and response variables.

Which of these statements is/are correct?

A

II and III

B

I only

C

I, II, and III

D

I and II

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