Consider the following regression output for an unrestricted and a restricted model.
Unrestricted model:
Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/31/06 Time: 17:35
Sample: 1 420
Included observations: 420 Restricted model:
Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/31/06 Time: 17:37
Sample: 1 420
Included observations: 420 Calculate the homoskedasticity only F-statistic and determine whether the null hypothesis can be rejected at the 5% significance level.

Question

Consider the following regression output for an unrestricted and a restricted model.
Unrestricted model:
Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/31/06 Time: 17:35
Sample: 1 420
Included observations: 420  Restricted model:
Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/31/06 Time: 17:37
Sample: 1 420
Included observations: 420  Calculate the homoskedasticity only F-statistic and determine whether the null hypothesis can be rejected at the 5% significance level.

Quizplus · Accepted Answer

The Answer of Consider the following regression output for an unrestricted and a restricted model.
Unrestricted model:
Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/31/06 Time: 17:35
Sample: 1 420
Included observations: 420  Restricted model:
Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/31/06 Time: 17:37
Sample: 1 420
Included observations: 420  Calculate the homoskedasticity only F-statistic and determine whether the null hypothesis can be rejected at the 5% significance level.

Consider the Following Regression Output for an Unrestricted and a Restricted