Given Y_i= B₀+ B₁X₁+ B₂X₂+ B₃X₃+ B₄X₄+ e_i, the restricted model for an F-test where H₀: B₁= B₂= B₄=0 is: A) Y_i= B₀+ B₁X₁+ B₂X₂+ B₃X₃+ B₄X₄+ e_i B) Y_i= B₀+ B₁X₁+ B₂X₂+ B₄X₄+ e_i C) Y_i= B₀+ B₃X₃+ B₄X₄+ e_i D) Y_i= B₀+ B₃X₃ + e_i

Question

Quizplus · Accepted Answer

The restricted model for the F-test under the null hypothesis $H_0: \beta_{11} = \beta_{12} = \beta_{14} = 0$ removes the terms associated with $\beta_{11}$, $\beta_{12}$, and $\beta_{14}$ from the model, leaving only the intercept $\beta_{10}$, the term associated with $\beta_{13}$, and the error term $e_i$.

Given Yi = B0 + B1X1 + B2X2 + B3X3

Given Y_i= B₀+ B₁X₁+ B₂X₂+ B₃X₃