Test statistic for the test of linear restrictions uses all of the following, except ________.
A) total sum of squares of the restricted model
B) error sum of squares of the restricted model
C) number of linear restrictions
D) number of explanatory variables in the unrestricted model

Question

Quizplus · Accepted Answer

The test statistic for linear restrictions typically uses the error sum of squares of the restricted model, the number of linear restrictions, and the number of explanatory variables in the unrestricted model, but not the total sum of squares of the restricted model.

Test Statistic for the Test of Linear Restrictions Uses All