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To Calculate the Homoskedasticity-Only Overall Regression FF -Statistic, You Need to Compare The

Question 44

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To calculate the homoskedasticity-only overall regression FF -statistic, you need to compare the SSRrestricted S S R _ { \text {restricted } } with the SSRurrestricted S S R _ { \text {urrestricted } } . Consider the following output from a regression package, which reproduces the regression results of testscores on the studentteacher ratio, the percent of English learners, and the expenditures per student from your textbook:

Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/30/06 Time: 17:55
Sample: 1420
Included observations: 420
 To calculate the homoskedasticity-only overall regression  F -statistic, you need to compare the  S S R _ { \text {restricted } }  with the  S S R _ { \text {urrestricted } } . Consider the following output from a regression package, which reproduces the regression results of testscores on the studentteacher ratio, the percent of English learners, and the expenditures per student from your textbook:  Dependent Variable: TESTSCR Method: Least Squares Date: 07/30/06 Time: 17:55 Sample: 1420 Included observations: 420    Sum of squared resid corresponds to  S S R _ { \text {unrestricted } } . How are you going to find  S S R _ { \text {restricted } }  ? ii

Sum of squared resid corresponds to SSRunrestricted S S R _ { \text {unrestricted } } . How are you going to find SSRrestricted S S R _ { \text {restricted } } ? ii

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