1. See the output of the following model, Y = a + BX + BX + B3X3 + Dependent Variable: Y, Method: Least Squares, Observations 569. Variable Coefficient Std. Error Constant 6.177290 -0.927764 0.990047 -0.003697 X1 X2 X3 R-squared 0.842971 Mean dependent var 4.488665 Adjusted R-squared 0.842138 S.D. dependent var 1.171166 S.E. of regression 0.465327 Akaike info criterion 1:314851 Sum squared residual 122.3388 0.246211 0.071405 0.026410 0.018770 a) 82.429 b) 84.429 c) 86.421 d) None of the above t-statistic 25.08946 -12.99305 37.48715 -0.196992 P-value 0.00000 0.00000 0.00000 0.08439 Schwarz criterion 1.345388 Log likelihood 370.0750 Hannan-Quinn 1.326766 F-statistic 1011.023 Durbin-Watson stat 2.027822 Prob(F-statistic) 0.000000 In the context of the above model, test the joint hypothesis P = 3 = 0 using a 5% significance level. The RSS of the restricted model is 158.9015. What is the F-statistic?

1. See the output of the following model, Y=+1X1+2X2+3X3+ In the context of the above model, test the joint hypothesis 1=3=0 using a 5% significance level. The RSS of the restricted model is 158.9015 . What is the F-statistic? a) 82.429 b) 84.429 c) 86.421 d) None of the above