The appropriate critical value for performing the Goldfeld-Quandt test at the 95% level is
A) $F _ { n _ { 1 } - k _ { 1 } , n _ { 2 } - k _ { 2 } , .025 }$
B) $F _ { n _ { 1 } - k _ { 1 } , 05 }$
C) $F _ { n _ { 2 } - k _ { 2 } , 05 }$
D) $F _ { n _ { 1 } - k _ { 1 } , n _ { 2 } - k _ { 2 } , 05 }$

Question

Quizplus · Accepted Answer

The Goldfeld-Quandt test is a test for heteroscedasticity. The appropriate critical value for performing the Goldfeld-Quandt test at the 95% level is based on an F-distribution with n1 - k1 and n2 - k2 degrees of freedom at the α/2 = 0.025 level. Therefore, the correct critical value is F(n1-k1,n2-k2,0.025). Option D is the only one that has this critical value, so it is the correct choice.

The Appropriate Critical Value for Performing the Goldfeld-Quandt Test at the 95