回归系数β1和β的置信区间 β2的显著水平为c的置信区间为: B2-tase(B2), B2+tase(B2) 同样,β1显著水平为c的置信区间为 1B, -t se(B),,+t, se(B,) 2021/220 Hongfeng Peng Department of Finance, wuhan Univers ity2021/2/20 Hongfeng Peng Department of Finance, Wuhan University 5 回归系数1和2的置信区间 )] ˆ ( ˆ ), ˆ ( ˆ [ 2 2 2 2 2 2 −t se +t se • 2的显著水平为的置信区间为: • 同样,1显著水平为的置信区间为: 1 1 1 1 2 2 ˆ ˆ ˆ ˆ [ ( ), ( )] t se t se − +