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The Denominator of the Appropriate Test Statistic for Testing for the Joint

Question 16

Multiple Choice

The denominator of the appropriate test statistic for testing for the joint significance of a subset of independent variables is


A) (USSrestricted USS Sunrestricted ) /q.\left( U S S _ { \text {restricted } } - U _ { \text {SS } } S _ { \text {unrestricted } } \right) / q .
B) (USSunrestricted USSrestricted ) /q.\left( U S S _ { \text {unrestricted } } - U S S _ { \text {restricted } } \right) / q .
C)  USS Sunrestricted /(nk1) \text { USS } S _ { \text {unrestricted } } / ( n - k - 1 )
D) USSrestricted /(nk1) U _ { S S _ { \text {restricted } } / ( n - k - 1 ) }

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