College Statistics Quiz: Inference For Regression Slope
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Inference For Regression SlopeQuestion 1 of 20

A regression analysis is performed to predict crop yield (in kilograms per hectare) from the amount of a specific fertilizer applied (in grams per square meter). A test of significance for the slope results in a t-statistic of t=3.5t=3.5 and a p-value of 0.002. The fertilizer amounts were then converted to kilograms per hectare (1 gram per square meter = 10 kilograms per hectare). How will the t-statistic and p-value for the slope change after this conversion of the explanatory variable?

The t-statistic will be divided by 10, and the p-value will increase.
The t-statistic will be multiplied by 10, and the p-value will decrease.
The t-statistic and the p-value will both remain unchanged.
The effect cannot be determined without knowing the sample size and correlation.
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College Statistics Quiz

College Statistics Quiz: Inference For Regression Slope

Practice Inference For Regression Slope in College Statistics with focused quiz questions that help you check what you know, review explanations, and build confidence with test-style prompts.

What this quiz covers

This quiz focuses on Inference For Regression Slope, giving you a quick way to practice the rules, question types, and explanations that matter most for College Statistics.

How to use this quiz

Try each quiz question before looking at the correct answer. Use the explanations to review missed ideas, then come back to similar questions until the pattern feels familiar.

All questions

Question 1

A regression analysis is performed to predict crop yield (in kilograms per hectare) from the amount of a specific fertilizer applied (in grams per square meter). A test of significance for the slope results in a t-statistic of t=3.5t=3.5 and a p-value of 0.002. The fertilizer amounts were then converted to kilograms per hectare (1 gram per square meter = 10 kilograms per hectare). How will the t-statistic and p-value for the slope change after this conversion of the explanatory variable?

  1. The t-statistic will be divided by 10, and the p-value will increase.
  2. The t-statistic will be multiplied by 10, and the p-value will decrease.
  3. The t-statistic and the p-value will both remain unchanged. (correct answer)
  4. The effect cannot be determined without knowing the sample size and correlation.
Explanation: Changing the units of the explanatory variable (X) will change the value of the sample slope (b1b_1) and its standard error (SEb1SE_{b_1}) by the same factor. If Xnew=cXoldX_{new} = c \cdot X_{old}, then b1,new=b1,old/cb_{1,new} = b_{1,old} / c and SEb1,new=SEb1,old/cSE_{b_{1,new}} = SE_{b_{1,old}} / c. The t-statistic is the ratio of the slope to its standard error: t=b1/SEb1t = b_1 / SE_{b_1}. When both the numerator and the denominator are divided by the same constant cc, the ratio remains unchanged. Since the t-statistic and the degrees of freedom (n2n-2) do not change, the p-value also remains unchanged. The statistical significance of the relationship is invariant to linear transformations of the variables.

Question 2

A researcher performs a t-test for the slope of a regression line with a sample of size n=25n=25 and obtains a test statistic of t=2.1t=2.1. A second researcher repeats the study with a new sample of size n=102n=102 and, by coincidence, obtains the exact same sample slope b1b_1 and standard error of the slope SEb1SE_{b_1}. How will the p-value for the second study's test compare to the p-value from the first study?

  1. The p-value will be smaller because the test statistic is evaluated on a t-distribution with more degrees of freedom. (correct answer)
  2. The p-value will be larger because the larger sample size requires stronger evidence for significance.
  3. The p-value will be identical because the test statistic t=b1/SEb1t = b_1/SE_{b_1} is the same for both studies.
  4. The relationship cannot be determined without knowing the significance level α\alpha.
Explanation: The p-value for a t-test depends on both the test statistic and the degrees of freedom. In the first study, df=252=23df = 25 - 2 = 23. In the second study, df=1022=100df = 102 - 2 = 100. Although the test statistic t=2.1t=2.1 is the same for both, it is evaluated on different t-distributions. As the degrees of freedom increase, the t-distribution becomes less spread out and more similar to the standard normal distribution. This means the tails of the distribution become thinner. For a fixed positive t-value, the area in the tail to the right of that value is smaller for a distribution with more degrees of freedom. Therefore, the p-value for the second study will be smaller than the p-value for the first study.

Question 3

In a linear regression analysis with n=12n=12, a researcher calculates a test statistic t=4.1t=4.1 for the slope. The researcher wishes to find the p-value for a two-sided test. Which of the following is true about the p-value?

  1. The p-value is less than 0.002.
  2. The p-value is between 0.002 and 0.01. (correct answer)
  3. The p-value is between 0.01 and 0.02.
  4. The p-value is greater than 0.02.
Explanation: The degrees of freedom for the test are df=n2=122=10df = n - 2 = 12 - 2 = 10. We need to find the two-sided p-value corresponding to t=4.1t=4.1 with df=10df=10. We can consult a t-distribution table. For df=10df=10, the critical value for a one-tail probability of 0.005 (two-tail probability of 0.01) is t=3.169t^* = 3.169. The critical value for a one-tail probability of 0.001 (two-tail probability of 0.002) is t=4.144t^* = 4.144. Our test statistic t=4.1t=4.1 falls between these two critical values. Therefore, the two-sided p-value must be between 0.002 and 0.01. Choice A is incorrect because t=4.1t=4.1 is less than the critical value for a p-value of 0.002. Choices C and D correspond to smaller t-statistics.

Question 4

An ecologist fits a least-squares regression line to predict tree height from trunk diameter. A 95% confidence interval for the slope of the regression line is calculated to be (2.1, 4.5). If the standard error of the slope (SEb1SE_{b_1}) was 0.6, which of the following is the most plausible sample size used for the study?

  1. 15
  2. 27
  3. 62 (correct answer)
  4. 122
Explanation: This is a multi-step problem. First, find the margin of error (ME) and the sample slope (b1b_1) from the confidence interval. The width of the interval is 4.52.1=2.44.5 - 2.1 = 2.4, so the margin of error is ME=2.4/2=1.2ME = 2.4 / 2 = 1.2. Second, use the formula for the margin of error, ME=tSEb1ME = t^* \cdot SE_{b_1}, to find the critical t-value, tt^*. We have 1.2=t0.61.2 = t^* \cdot 0.6, which gives t=2.0t^* = 2.0. Third, we need to find the degrees of freedom (df) that correspond to a tt^* value of approximately 2.0 for 95% confidence. Looking at a t-distribution table, a tt^* value of 2.000 for 95% confidence occurs at df=60df = 60. Finally, use the formula for degrees of freedom in regression, df=n2df = n - 2. Solving for nn, we get 60=n260 = n - 2, which means n=62n = 62.

Question 5

Suppose a regression model is fit to predict Y from X. If the sample size is quadrupled, while the sample slope b1b_1 and the standard deviation of the residuals ses_e remain the same, how would the new value of the t-statistic for the slope compare to the original t-statistic? Assume the standard deviation of X also remains constant.

  1. It would be approximately four times the original value.
  2. It would be approximately two times the original value. (correct answer)
  3. It would remain approximately the same.
  4. It would be approximately half the original value.
Explanation: The t-statistic is given by t=b1SEb1t = \frac{b_1}{SE_{b_1}}. The standard error of the slope can be expressed as SEb1=se(xixˉ)2=seSxn1SE_{b_1} = \frac{s_e}{\sqrt{\sum(x_i - \bar{x})^2}} = \frac{s_e}{S_x\sqrt{n-1}}. If b1b_1, ses_e, and SxS_x remain constant, the only part of the expression that changes is n1\sqrt{n-1}. When the sample size nn is quadrupled to 4n4n, the new standard error becomes SEnew=seSx4n1SE_{new} = \frac{s_e}{S_x\sqrt{4n-1}}. For large nn, 4n14n=2n\sqrt{4n-1} \approx \sqrt{4n} = 2\sqrt{n}, while n1n\sqrt{n-1} \approx \sqrt{n}. Thus, the new standard error is approximately half the original standard error. Since the t-statistic is inversely proportional to the standard error (t=b1/SEb1t = b_1 / SE_{b_1}), halving the standard error will approximately double the t-statistic.

Question 6

A 99% confidence interval for the slope of a regression of a car's highway fuel efficiency (in mpg) on its weight (in pounds) is (–0.008, –0.004). Which of the following is NOT a valid conclusion based on this interval?

  1. We are 99% confident that the average fuel efficiency decreases by between 0.004 and 0.008 mpg for each additional pound of weight.
  2. It is plausible that the true average decrease in fuel efficiency per pound is 0.005 mpg.
  3. If we repeatedly sampled cars and constructed such intervals, 99% of them would contain the true slope.
  4. There is a 99% probability that the true slope of the regression line is between –0.008 and –0.004. (correct answer)
Explanation: This question tests the formal interpretation of a confidence interval. Choice D represents a common misconception. In the frequentist framework, the true population slope β1\beta_1 is a fixed, unknown constant. It is not a random variable, so it does not make sense to assign a probability to it being in a certain range. The confidence level (99%) refers to the long-run success rate of the method used to construct the interval, not the probability that a specific interval contains the parameter. Choices A, B, and C are all valid statements. A is the correct contextual interpretation. B is valid because –0.005 is within the interval. C is the correct frequentist definition of confidence.

Question 7

A researcher constructs a 95% confidence interval for the slope of a regression line, β1\beta_1, and finds it to be (0.55, 0.95). What can be concluded about a hypothesis test of H0:β1=0H_0: \beta_1 = 0 versus Ha:β1>0H_a: \beta_1 > 0?

  1. The null hypothesis would be rejected at α=0.05\alpha = 0.05, but not necessarily at α=0.025\alpha = 0.025.
  2. The null hypothesis would be rejected at α=0.025\alpha = 0.025. (correct answer)
  3. The null hypothesis would not be rejected at any standard significance level because the test is one-sided.
  4. The p-value for the one-sided test is exactly 0.05.
Explanation: A 95% confidence interval corresponds to a two-sided test with α=0.05\alpha = 0.05. Since the interval (0.55, 0.95) does not contain 0, we can reject H0:β1=0H_0: \beta_1 = 0 in favor of Ha:β10H_a: \beta_1 \neq 0 at the α=0.05\alpha = 0.05 level. For a one-sided test, the corresponding significance level is α/2\alpha/2. Since the entire interval is positive, this provides evidence for Ha:β1>0H_a: \beta_1 > 0. The strength of this evidence corresponds to rejecting the null at α=0.05/2=0.025\alpha = 0.05/2 = 0.025. Therefore, we can reject H0H_0 at the α=0.025\alpha = 0.025 significance level. Choice A is incorrect because rejection at 0.025 implies rejection at 0.05. Choice C is incorrect because the CI provides exactly the information needed to draw a conclusion. Choice D is incorrect because we only know the p-value is less than 0.025, not its exact value.

Question 8

A researcher investigating the relationship between hours of sleep and cognitive performance score finds a p-value of 0.34 for a t-test on the regression slope. Which of the following is the most appropriate conclusion?

  1. There is no relationship between hours of sleep and cognitive performance score in the population.
  2. There is a 34% probability that the null hypothesis of no linear relationship is true.
  3. The data provide insufficient evidence to conclude that a linear relationship exists between hours of sleep and cognitive performance score. (correct answer)
  4. A linear model is a poor fit for the data, and a non-linear model should be used instead.
Explanation: A p-value of 0.34 is larger than any standard significance level (e.g., 0.01, 0.05, 0.10). Therefore, we fail to reject the null hypothesis. The correct interpretation of failing to reject H0H_0 is that there is insufficient evidence to support the alternative hypothesis. Choice C accurately states this. Choice A is incorrect because it makes a definitive statement about the population by accepting the null hypothesis, which is statistically improper. Choice B is a common misinterpretation of the p-value; the p-value is the probability of observing the data (or more extreme) assuming H0H_0 is true, not the probability that H0H_0 is true. Choice D is a possibility, but the hypothesis test result alone doesn't confirm it; the lack of significance could be due to a small sample size, large variability, or genuinely no relationship of any kind.

Question 9

For a simple linear regression model based on a sample of nn observations, which of the following statistics is NOT directly used in the formula for the t-statistic t=b1/SEb1t = b_1 / SE_{b_1} for the slope?

  1. The standard deviation of the residuals, ses_e.
  2. The standard deviation of the explanatory variable, SxS_x.
  3. The sample size, nn.
  4. The correlation coefficient, rr. (correct answer)
Explanation: When you encounter questions about t-statistics for regression slopes, focus on understanding what components actually build the standard error formula. The t-statistic t=b1SEb1t = \frac{b_1}{SE_{b_1}} tests whether the slope significantly differs from zero. The standard error of the slope has the formula: SEb1=seSxn1SE_{b_1} = \frac{s_e}{S_x\sqrt{n-1}}, where ses_e is the standard deviation of residuals and SxS_x is the standard deviation of the x-values. This shows that three components are directly involved in calculating the t-statistic. Option A is incorrect because ses_e appears directly in the numerator of the standard error formula. The residual standard deviation measures how much the observed y-values scatter around the regression line, making it essential for determining the slope's precision. Option B is incorrect because SxS_x appears in the denominator of the standard error formula. Greater spread in x-values gives us more information about the slope, reducing the standard error and making our slope estimate more precise. Option C is incorrect because sample size nn appears in the formula as n1\sqrt{n-1}. Larger samples provide more reliable slope estimates, directly affecting the standard error calculation. Option D is correct because the correlation coefficient rr doesn't appear anywhere in the t-statistic formula. While rr measures the strength of linear association between variables, it's not needed to calculate the standard error of the slope. Remember: When analyzing regression t-statistics, focus on the three building blocks of standard error—residual variation, x-variable spread, and sample size—rather than correlation measures.

Question 10

In a study with 40 participants, a regression of blood pressure on daily sodium intake yields an R2R^2 value of 0.20. Assuming a positive relationship, what is the value of the t-statistic for testing whether the slope is significantly different from zero?

  1. 2.00
  2. 2.83
  3. 3.08 (correct answer)
  4. 8.00
Explanation: There is a direct formula connecting the t-statistic for the slope test to R2R^2 and the sample size nn: t=R2(n2)1R2t = \sqrt{\frac{R^2(n-2)}{1-R^2}}. We are given n=40n=40 and R2=0.20R^2=0.20. Plugging these values into the formula: t=0.20(402)10.20=0.20(38)0.80=7.60.80=9.53.08t = \sqrt{\frac{0.20(40-2)}{1-0.20}} = \sqrt{\frac{0.20(38)}{0.80}} = \sqrt{\frac{7.6}{0.80}} = \sqrt{9.5} \approx 3.08. Distractors are based on common errors: using nn or n1n-1 instead of n2n-2 in the numerator, or misplacing terms in the formula.

Question 11

A marketing analyst studies the relationship between weekly sales of a product and the amount spent on radio advertising. With a very large sample of n=5,000n=5,000 weeks, the analyst finds a p-value of less than 0.001 for the slope of the regression line, but an R2R^2 value of only 0.03. What is the best interpretation of these results?

  1. The results must be invalid, as a low p-value must be accompanied by a high R2R^2 value.
  2. The relationship is practically significant but not statistically significant.
  3. The linear model is inappropriate, and a non-linear relationship likely exists between advertising and sales.
  4. The relationship is statistically significant, but its practical importance is minimal as advertising explains very little of the variation in sales. (correct answer)
Explanation: When you encounter regression analysis problems, you need to distinguish between statistical significance and practical significance - two completely different concepts that often confuse students. Here, the p-value less than 0.001 indicates strong statistical significance, meaning you can confidently reject the null hypothesis that there's no relationship between radio advertising and sales. With such a large sample size (n=5,000), even very small effects become statistically detectable. However, the R2=0.03R^2 = 0.03 means only 3% of the variation in sales is explained by radio advertising - the other 97% comes from other factors entirely. This makes answer D correct: the relationship is real (statistically significant) but explains very little of what drives sales success (minimal practical importance). Answer A is wrong because there's no requirement that low p-values accompany high R2R^2 values - with large samples, you can detect tiny but real effects. Answer B reverses the concepts entirely - we have statistical significance but limited practical significance. Answer C misinterprets the results; low R2R^2 doesn't necessarily indicate non-linearity, just that the predictor variable doesn't explain much variance regardless of the relationship's form. Remember this key distinction: statistical significance tells you whether an effect exists, while R2R^2 tells you how much that effect matters in explaining your outcome. Large sample sizes can make trivial relationships statistically significant, so always examine both the p-value and the effect size measures together.

Question 12

A study is conducted to examine the relationship between the time a patient waits for a doctor's appointment and their satisfaction rating. A 90% confidence interval for the slope of the regression line is found to be (–2.5, –0.5). Which of the following statements is a necessary consequence of this interval?

  1. The p-value for the two-sided test of H0:β1=0H_0: \beta_1 = 0 is less than 0.10. (correct answer)
  2. The correlation coefficient rr must be between –0.9 and –0.1.
  3. A two-sided test of H0:β1=0H_0: \beta_1 = 0 would be rejected at α=0.05\alpha = 0.05.
  4. A 95% confidence interval for the slope would be narrower than the 90% confidence interval.
Explanation: When you encounter a confidence interval for a regression slope, you're looking at the range of plausible values for the true relationship between your variables. The key insight is understanding the connection between confidence intervals and hypothesis testing. The 90% confidence interval (-2.5, -0.5) tells us that we're 90% confident the true slope falls within this range. Crucially, since this interval doesn't contain zero, we can reject the null hypothesis H0:β1=0H_0: \beta_1 = 0 at the 0.10 significance level. This makes choice A correct—the p-value for testing whether the slope equals zero must be less than 0.10. Choice B incorrectly assumes a direct relationship between the confidence interval for the slope and the correlation coefficient. While both are negative here, you cannot determine the correlation's exact range from the slope's confidence interval alone—the relationship depends on the standard deviations of both variables. Choice C makes a common error about significance levels. Since we can reject at α = 0.10 (corresponding to our 90% confidence interval), this doesn't guarantee we can reject at the more stringent α = 0.05 level. We'd need a 95% confidence interval to make that determination. Choice D reverses the relationship between confidence level and interval width. A 95% confidence interval would be wider, not narrower, than the 90% interval because higher confidence requires casting a wider net. Remember: if a confidence interval for a parameter excludes zero, you can reject the null hypothesis that the parameter equals zero at the corresponding significance level.

Question 13

Two different labs studied the same linear relationship between a chemical's concentration (X) and its absorbance (Y). Lab 1 used n=25n=25 samples and calculated a 95% confidence interval for the slope to be (1.2, 2.8). Lab 2 used n=100n=100 samples and calculated a 95% confidence interval for the slope to be (1.7, 2.3). Assuming both studies were well-conducted, which is the most appropriate conclusion?

  1. Lab 2's estimate of the slope is more precise than Lab 1's estimate. (correct answer)
  2. Lab 2's results show a stronger linear relationship (higher R2R^2) than Lab 1's results.
  3. The true slope is more likely to be in Lab 2's interval because they used a larger sample.
  4. The results are contradictory, suggesting at least one of the labs made an error.
Explanation: When comparing confidence intervals from different studies, you're essentially comparing the precision and reliability of statistical estimates. The key insight is understanding what the width of a confidence interval tells you about the quality of an estimate. Why A is correct: Precision in statistics refers to how narrow or wide your confidence interval is. Lab 1's interval spans from 1.2 to 2.8 (width = 1.6), while Lab 2's interval spans from 1.7 to 2.3 (width = 0.6). Lab 2's much narrower interval indicates greater precision in their slope estimate. This makes sense because larger sample sizes (n=100 vs n=25) reduce the standard error, leading to more precise estimates. Why the other options are wrong: Option B incorrectly assumes that a narrower confidence interval indicates stronger correlation (higher R2R^2). However, confidence interval width reflects precision of the slope estimate, not the strength of the linear relationship. Option C misunderstands confidence intervals—both intervals have the same confidence level (95%), so the "true slope" isn't more likely to be in either specific interval. The larger sample makes the estimate more precise, not more probable to contain the true value. Option D incorrectly suggests contradiction. Since both intervals overlap substantially (from 1.7 to 2.3), the results are actually consistent with each other. Study tip: Remember that larger sample sizes always lead to more precise estimates (narrower confidence intervals), but don't confuse precision with accuracy, strength of relationship, or probability of containing the true parameter.

Question 14

An ecologist fits a least-squares regression line to predict tree height from trunk diameter. A 95% confidence interval for the slope of the regression line is calculated to be (2.1, 4.5). If the standard error of the slope (SEb1SE_{b_1}) was 0.6, which of the following is the most plausible sample size used for the study?

  1. 15
  2. 27
  3. 62 (correct answer)
  4. 122
Explanation: This is a multi-step problem. First, find the margin of error (ME) and the sample slope (b1b_1) from the confidence interval. The width of the interval is 4.52.1=2.44.5 - 2.1 = 2.4, so the margin of error is ME=2.4/2=1.2ME = 2.4 / 2 = 1.2. Second, use the formula for the margin of error, ME=tSEb1ME = t^* \cdot SE_{b_1}, to find the critical t-value, tt^*. We have 1.2=t0.61.2 = t^* \cdot 0.6, which gives t=2.0t^* = 2.0. Third, we need to find the degrees of freedom (df) that correspond to a tt^* value of approximately 2.0 for 95% confidence. Looking at a t-distribution table, a tt^* value of 2.000 for 95% confidence occurs at df=60df = 60. Finally, use the formula for degrees of freedom in regression, df=n2df = n - 2. Solving for nn, we get 60=n260 = n - 2, which means n=62n = 62.

Question 15

A researcher investigating the relationship between hours of sleep and cognitive performance score finds a p-value of 0.34 for a t-test on the regression slope. Which of the following is the most appropriate conclusion?

  1. There is no relationship between hours of sleep and cognitive performance score in the population.
  2. There is a 34% probability that the null hypothesis of no linear relationship is true.
  3. The data provide insufficient evidence to conclude that a linear relationship exists between hours of sleep and cognitive performance score. (correct answer)
  4. A linear model is a poor fit for the data, and a non-linear model should be used instead.
Explanation: A p-value of 0.34 is larger than any standard significance level (e.g., 0.01, 0.05, 0.10). Therefore, we fail to reject the null hypothesis. The correct interpretation of failing to reject H0H_0 is that there is insufficient evidence to support the alternative hypothesis. Choice C accurately states this. Choice A is incorrect because it makes a definitive statement about the population by accepting the null hypothesis, which is statistically improper. Choice B is a common misinterpretation of the p-value; the p-value is the probability of observing the data (or more extreme) assuming H0H_0 is true, not the probability that H0H_0 is true. Choice D is a possibility, but the hypothesis test result alone doesn't confirm it; the lack of significance could be due to a small sample size, large variability, or genuinely no relationship of any kind.

Question 16

In a study with 40 participants, a regression of blood pressure on daily sodium intake yields an R2R^2 value of 0.20. Assuming a positive relationship, what is the value of the t-statistic for testing whether the slope is significantly different from zero?

  1. 2.00
  2. 2.83
  3. 3.08 (correct answer)
  4. 8.00
Explanation: There is a direct formula connecting the t-statistic for the slope test to R2R^2 and the sample size nn: t=R2(n2)1R2t = \sqrt{\frac{R^2(n-2)}{1-R^2}}. We are given n=40n=40 and R2=0.20R^2=0.20. Plugging these values into the formula: t=0.20(402)10.20=0.20(38)0.80=7.60.80=9.53.08t = \sqrt{\frac{0.20(40-2)}{1-0.20}} = \sqrt{\frac{0.20(38)}{0.80}} = \sqrt{\frac{7.6}{0.80}} = \sqrt{9.5} \approx 3.08. Distractors are based on common errors: using nn or n1n-1 instead of n2n-2 in the numerator, or misplacing terms in the formula.

Question 17

A marketing analyst studies the relationship between weekly sales of a product and the amount spent on radio advertising. With a very large sample of n=5,000n=5,000 weeks, the analyst finds a p-value of less than 0.001 for the slope of the regression line, but an R2R^2 value of only 0.03. What is the best interpretation of these results?

  1. The results must be invalid, as a low p-value must be accompanied by a high R2R^2 value.
  2. The relationship is practically significant but not statistically significant.
  3. The linear model is inappropriate, and a non-linear relationship likely exists between advertising and sales.
  4. The relationship is statistically significant, but its practical importance is minimal as advertising explains very little of the variation in sales. (correct answer)
Explanation: When you encounter regression analysis problems, you need to distinguish between statistical significance and practical significance - two completely different concepts that often confuse students. Here, the p-value less than 0.001 indicates strong statistical significance, meaning you can confidently reject the null hypothesis that there's no relationship between radio advertising and sales. With such a large sample size (n=5,000), even very small effects become statistically detectable. However, the R2=0.03R^2 = 0.03 means only 3% of the variation in sales is explained by radio advertising - the other 97% comes from other factors entirely. This makes answer D correct: the relationship is real (statistically significant) but explains very little of what drives sales success (minimal practical importance). Answer A is wrong because there's no requirement that low p-values accompany high R2R^2 values - with large samples, you can detect tiny but real effects. Answer B reverses the concepts entirely - we have statistical significance but limited practical significance. Answer C misinterprets the results; low R2R^2 doesn't necessarily indicate non-linearity, just that the predictor variable doesn't explain much variance regardless of the relationship's form. Remember this key distinction: statistical significance tells you whether an effect exists, while R2R^2 tells you how much that effect matters in explaining your outcome. Large sample sizes can make trivial relationships statistically significant, so always examine both the p-value and the effect size measures together.

Question 18

Suppose a regression model is fit to predict Y from X. If the sample size is quadrupled, while the sample slope b1b_1 and the standard deviation of the residuals ses_e remain the same, how would the new value of the t-statistic for the slope compare to the original t-statistic? Assume the standard deviation of X also remains constant.

  1. It would be approximately four times the original value.
  2. It would be approximately two times the original value. (correct answer)
  3. It would remain approximately the same.
  4. It would be approximately half the original value.
Explanation: The t-statistic is given by t=b1SEb1t = \frac{b_1}{SE_{b_1}}. The standard error of the slope can be expressed as SEb1=se(xixˉ)2=seSxn1SE_{b_1} = \frac{s_e}{\sqrt{\sum(x_i - \bar{x})^2}} = \frac{s_e}{S_x\sqrt{n-1}}. If b1b_1, ses_e, and SxS_x remain constant, the only part of the expression that changes is n1\sqrt{n-1}. When the sample size nn is quadrupled to 4n4n, the new standard error becomes SEnew=seSx4n1SE_{new} = \frac{s_e}{S_x\sqrt{4n-1}}. For large nn, 4n14n=2n\sqrt{4n-1} \approx \sqrt{4n} = 2\sqrt{n}, while n1n\sqrt{n-1} \approx \sqrt{n}. Thus, the new standard error is approximately half the original standard error. Since the t-statistic is inversely proportional to the standard error (t=b1/SEb1t = b_1 / SE_{b_1}), halving the standard error will approximately double the t-statistic.

Question 19

Two different labs studied the same linear relationship between a chemical's concentration (X) and its absorbance (Y). Lab 1 used n=25n=25 samples and calculated a 95% confidence interval for the slope to be (1.2, 2.8). Lab 2 used n=100n=100 samples and calculated a 95% confidence interval for the slope to be (1.7, 2.3). Assuming both studies were well-conducted, which is the most appropriate conclusion?

  1. Lab 2's estimate of the slope is more precise than Lab 1's estimate. (correct answer)
  2. Lab 2's results show a stronger linear relationship (higher R2R^2) than Lab 1's results.
  3. The true slope is more likely to be in Lab 2's interval because they used a larger sample.
  4. The results are contradictory, suggesting at least one of the labs made an error.
Explanation: When comparing confidence intervals from different studies, you're essentially comparing the precision and reliability of statistical estimates. The key insight is understanding what the width of a confidence interval tells you about the quality of an estimate. Why A is correct: Precision in statistics refers to how narrow or wide your confidence interval is. Lab 1's interval spans from 1.2 to 2.8 (width = 1.6), while Lab 2's interval spans from 1.7 to 2.3 (width = 0.6). Lab 2's much narrower interval indicates greater precision in their slope estimate. This makes sense because larger sample sizes (n=100 vs n=25) reduce the standard error, leading to more precise estimates. Why the other options are wrong: Option B incorrectly assumes that a narrower confidence interval indicates stronger correlation (higher R2R^2). However, confidence interval width reflects precision of the slope estimate, not the strength of the linear relationship. Option C misunderstands confidence intervals—both intervals have the same confidence level (95%), so the "true slope" isn't more likely to be in either specific interval. The larger sample makes the estimate more precise, not more probable to contain the true value. Option D incorrectly suggests contradiction. Since both intervals overlap substantially (from 1.7 to 2.3), the results are actually consistent with each other. Study tip: Remember that larger sample sizes always lead to more precise estimates (narrower confidence intervals), but don't confuse precision with accuracy, strength of relationship, or probability of containing the true parameter.

Question 20

Which of the following is a required condition for the calculated p-value from a t-test for the slope of a least-squares regression line to be valid?

  1. The distribution of the explanatory variable and the response variable must both be approximately normal.
  2. The true relationship between the explanatory and response variables in the population must be linear. (correct answer)
  3. The sample must be collected using a randomized experimental design.
  4. The number of observations must be greater than 30 to ensure the Central Limit Theorem applies.
Explanation: The inference procedures for linear regression (t-test and CI for the slope) are based on the model y=β0+β1x+ϵy = \beta_0 + \beta_1 x + \epsilon. This model assumes that the underlying relationship between the variables in the population is linear. If the true relationship is non-linear, the slope of the best-fit line (β1\beta_1) is not a meaningful parameter to describe the association, and inference on it is not valid for its intended purpose. Choice A is a common misconception; the condition is that the residuals (or errors, ϵ\epsilon) are normally distributed, not the variables themselves. Choice C is not required; the methods are valid for observational studies as long as the sample is representative (e.g., a random sample) and other conditions hold. Choice D is a rule of thumb, but not a strict requirement; if the errors are known to be normally distributed, the test is valid for any sample size (n > 2).