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1 vote

t-test result inconsistent with regression

There are multiple ways to perform various test that can be defended, depending on the context, but they are not, necessarily, equivalent. The typical way to calculate the standard errors in an OLS ...
Dave's user avatar
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1 vote

t-test result inconsistent with regression

While it is true that the regression you apparently run provides as coefficient of the non-constant regressor the difference of the two means, the t-statistic here uses the variance of the OLS ...
Alecos Papadopoulos's user avatar
4 votes

Portion of Derivation of F-test

Consider the restricted least squares problem: $$ \min \underbrace{(Y - Xb_\ast)'}_{(1\times n)}\underbrace{(Y - Xb_\ast)}_{n\times 1} \text{ s.t. } \underbrace{R}_{(j \times k)}\underbrace{b_\ast}_{(...
tdm's user avatar
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