Standard error of the slope

CFA Level II
#1

Quick question, do we need to know how to calculate the standard error of slope? I do not see any formulas for in the schweser notes…

#2

is it SD / (squared root of n) ? or something like that?

#3

.

#4

I believe it will be given

#5

It should ideally be given as an output of the ANOVA procedure in tabular form (ANOVA table), so we need not to worry.

#6

standard error = coefficient / t-stat t-stat = coefficient / standard error

#7

Standard error of B1 (Estimate of the slope) will be given. Formula for this was discussed in a previous thread. However do note that the formula (and the derivation for it)for the slope parameter was not covered in the CFA curriculum. http://www.analystforum.com/phorums/read.php?12,890548,891880#msg-891880

#8

What econometrics packages do you guys use to output your std errors? STATA?

#9

R and EVIEWS…

#10

STATA, R, SAS, and MATLAB

#11

Thanks for your help guys. Thinking about picking up this book: http://www.amazon.com/Introductory-Econometrics-Approach-Applications-Solutions/dp/0324581629/ref=sr_1_3?ie=UTF8&s=books&qid=1234303865&sr=1-3

#12

Don’t know anything about that one, but I recommend this one: http://www.amazon.com/Basic-Econometrics-Damodar-N-Gujarati/dp/0071276254/ref=sr_1_1?ie=UTF8&s=books&qid=1234304504&sr=1-1

#13

Thanks guys. You guys are helpful.