Tests of joint significance are based on comparing
A)the explained sum of squares from the unrestricted regression to the explained sum of squares from the restricted regression.
B)the explained sum of squares from the unrestricted regression to the unexplained sum of squares from the unrestricted regression.
C)the unexplained sum of squares from the restricted regression to the explained sum of squares from the restricted regression.
D)the unexplained sum of squares from the unrestricted regression to the unexplained sum of squares from the restricted regression.

Question

Quizplus · Accepted Answer

Tests of joint significance compare the unexplained sum of squares from the unrestricted regression (which includes all predictors) to the unexplained sum of squares from the restricted regression (which excludes some predictors), to see if the excluded predictors significantly reduce the model's explanatory power.

Tests of Joint Significance Are Based on Comparing