Confidence interval of slope in linear regression

When computing a confidence interval of slope in linear regression, should you use the z- or t-statistic?

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 Is this what you're looking for? weibull.com/DOEWeb/… – Christopher Aden Dec 21 '10 at 19:51

If you're doing linear regression using least squares, you should use base confidence intervals on Student's t-distribution.

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 ok thanks, stating the statistic was a mistake. I meant z or t table. – Justin Meltzer Dec 21 '10 at 19:46

Rule of thumb: Use Student's t distribution if you must estimate the variance.

Since the distribution's variance is estimated (not known), you should use Student's t distribution rather than the standard normal distribution (z), which requires a known variance.

Although the t distribution becomes almost exactly the same as the z distribution when the degrees of freedom (think size of the sample) are large, it is (in my experience) quite rare that the z distribution is used instead of the t distribution in cases like this.

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It seems like a contradiction... – mbq Dec 21 '10 at 20:58
@Firefeather Don't you mean to say "do use" rather than "don't use"?? – whuber Dec 21 '10 at 21:07
It definitely seems like the poster made a mistake here. – Dason Dec 21 '10 at 21:07
@whuber: Oops! Thanks for the catch. (Darn it, my reputation is headed the wrong direction now!) – Firefeather Dec 21 '10 at 21:19
@Firefeather I just sent it back in the correct direction ;-). – whuber Dec 21 '10 at 21:23