Solved

All of the Following Are Correct Formulae for the Homoskedasticity-Only

Question 1

Short Answer

All of the following are correct formulae for the homoskedasticity-only F-statistic, with the exception of a. F=(SSRrestricted SSRunrestricted )/qSSRunrestricted /(nkunrestricted 1)\quad F = \frac { \left( S S R _ { \text {restricted } } - S S R _ { \text {unrestricted } } \right) / q } { S S R _ { \text {unrestricted } } / \left( n - k _ { \text {unrestricted } } - 1 \right) } .

b. F=(SSRunrestricted SSRrestricted )/qSSRrestricted /(nkrestricted 1)\quad F = \frac { \left( S S R _ { \text {unrestricted } } - S S R _ { \text {restricted } } \right) / q } { S S R _ { \text {restricted } } / \left( n - k _ { \text {restricted } } - 1 \right) } .

c. F=(SSRrestricted SSRunrestricted )SSRunrestricted ×nkunrestricted 1q\quad F = \frac { \left( S S R _ { \text {restricted } } - S S R _ { \text {unrestricted } } \right) } { S S R _ { \text {unrestricted } } } \times \frac { n - k _ { \text {unrestricted } } - 1 } { q } .

d. F=(SSRrestricted SSRunrestricted 1)×(nkunrestricted 1)q\quad F = \left( \frac { S S R _ { \text {restricted } } } { S S R _ { \text {unrestricted } } } - 1 \right) \times \frac { \left( n - k _ { \text {unrestricted } } - 1 \right) } { q } . 1

Correct Answer:

verifed

Verified

Related Questions

Unlock this Answer For Free Now!

View this answer and more for free by performing one of the following actions

qr-code

Scan the QR code to install the App and get 2 free unlocks

upload documents

Unlock quizzes for free by uploading documents