The t test Under the Clm assumption s BB) se Note this is at distributi on( vS norma because we have to estimate o by o2 Note the degrees of freedom: n-k-1 Economics 20- Prof anderson 6Economics 20 - Prof. Anderson 6 The t Test ( ) ( ) Note the degrees of freedom : 1 because we have to estimate by ˆ Note this is a distributi on (vs normal) ~ ˆ ˆ Under the CLM assumption s 2 2 1 j − − − − − n k t t se n k j j s s b b b