t-Statistic

Definition: After an estimation of a coefficient, the t-statistic for that coefficient is the ratio of the coefficient to its standard error. That can be tested against a t distribution to determine how probable it is that the true value of the coefficient is really zero.

Terms related to t-Statistic:

• The F Distribution
• Coefficient of Variation
• Maintained Hypothesis
• Alternative Hypothesis
• Null Hypothesis

About.Com Resources on t-Statistic:

• Hypothesis Testing Using One-Sample t-Tests
• Hypothesis Testing With Multivariate Regressions Using One-Sample t-Tests
• How to Do a Painless Multivariate Econometrics Project

Writing a Term Paper? Here are a few starting points for research on t-Statistic:

Books on t-Statistic:

• Introduction to Robust Estimation and Hypothesis Testing
• Statistical Hypothesis Testing: Theory and Methods
• Statistics for Business & Economics

Journal Articles on t-Statistic:

• Hypothesis testing when a nuisance parameter is present only under the alternative
• Confidence intervals rather than P values: estimation rather than hypothesis testing.
• Null hypothesis testing: problems, prevalence, and an alternative