How to use:
-t-stat
-p-values
-confidence intervals
for a single regressor in multivariate regression model?

In a multivariate regression model, the coefficient associated with a single regressor can be analyzed using t-statistic, p-values, and confidence intervals. The t-statistic is used to estimate the statistical significance of the coefficient, by comparing the estimated coefficient to its standard error. The standard error can be used to calculate the p-value, which is used to determine whether the estimated coefficient is statistically significant. Finally, a confidence interval can be used to quantify the uncertainty in the estimated coefficient. It provides an interval of values, within which the true coefficient is likely to lie, at a specific confidence level.