To test joint linear hypotheses in the multiple regression model,you need to
A)compare the sums of squared residuals from the restricted and unrestricted model.
B)use the heteroskedasticity-robust F-statistic.
C)use several t-statistics and perform tests using the standard normal distribution.
D)compare the adjusted R2 for the model which imposes the restrictions,and the unrestricted model.

Question

Quizplus · Accepted Answer

To test joint linear hypotheses in the multiple regression model, the best choice is to use the heteroskedasticity-robust F-statistic. This is because it tests the significance of several coefficients simultaneously and takes into account any potential heteroskedasticity in the data. The other options may not adequately capture the overall significance of the joint hypotheses.

To Test Joint Linear Hypotheses in the Multiple Regression Model,you