The homoskedasticity only F-statistic is given by the formula where SSRrestricted is the sum of squared residuals from the restricted regression,SSRunrestricted is the sum of squared residuals from the unrestricted regression,q is the number of restrictions under the null hypothesis,and kunrestricted is the number of regressors in the unrestricted regression.Prove that this formula is the same as the following formula based on the regression R2 of the restricted and unrestricted regression:

Question

The homoskedasticity only F-statistic is given by the formula  where SSRrestricted is the sum of squared residuals from the restricted regression,SSRunrestricted is the sum of squared residuals from the unrestricted regression,q is the number of restrictions under the null hypothesis,and kunrestricted is the number of regressors in the unrestricted regression.Prove that this formula is the same as the following formula based on the regression R2 of the restricted and unrestricted regression:

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The Answer of The homoskedasticity only F-statistic is given by the formula  where SSRrestricted is the sum of squared residuals from the restricted regression,SSRunrestricted is the sum of squared residuals from the unrestricted regression,q is the number of restrictions under the null hypothesis,and kunrestricted is the number of regressors in the unrestricted regression.Prove that this formula is the same as the following formula based on the regression R2 of the restricted and unrestricted regression:

The Homoskedasticity Only F-Statistic Is Given by the Formula