3.2 The t Test Under the CLM assumptions (B-p,)/ e(a)- Note this is a t distribution (vs normal) because we have to estimate oby 2: j (-R)Ss7, Note the degrees of freedom:n-k-1 Econometrics 15-Zhuxi@SJTU 10Econometrics 15 - Zhuxi@SJTU 10 3.2 The t Test         j 1 2 2 2 2 2 Under the CLM assumptions ˆ ~ ˆ Note this is a distribution (vs normal) because we have to estimate by : ˆ ˆ ˆ . 1 Note the degrees of freedom: 1 j n k j j j j t se t se R SST n k b b b s s s b       