Question
Consider the following regression model with K parameters: Y; = B1 + B2X2: + B3 X3i +. + i + ; Now consider the
Consider the following regression model with K parameters: Y; = B1 + B2X2: + B3 X3i +. + i + ; Now consider the F-test of the mull hypothesis that all slope parameters (B2, B3, ., BK) are equal to zero. Using the equation from class: (RSS - RSSm)/(m-k) RSSm/(N - m) Prove that the F statistic for this test is equivalent to the following expression: ESS/(m 1) F : RSSm/(N m) Your answer from question one will be helpful, make sure you correctly identify the restricted and unrestricted models, and make sure that you remember all of the relevant equations relating to RSS and R2.
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Statistics For Business And Economics
Authors: Paul Newbold, William Carlson, Betty Thorne
8th Edition
0132745658, 978-0132745659
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