When testing joint hypothesis, you should
A) use t-statistics for each hypothesis and reject the null hypothesis is all of the restrictions fail.
B) use the F-statistic and reject all the hypothesis if the statistic exceeds the critical value.
C) use t-statistics for each hypothesis and reject the null hypothesis once the statistic exceeds the critical value for a single hypothesis.
D) use the F-statistics and reject at least one of the hypothesis if the statistic exceeds the critical value.
Correct Answer:
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Q1: The formula for the standard error of
Q3: In the multiple regression model, the t-statistic
Q4: To test joint linear hypotheses in the
Q5: The overall regression F-statistic tests the null
Q6: If you reject a joint null hypothesis
Q7: The homoskedasticity-only F-statistic is given by
Q8: For a single restriction (q = 1),
Q9: When your multiple regression function includes a
Q10: If the absolute value of your calculated
Q11: The homoskedasticity-only F-statistic is given by
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