Chapter 8 The Multiple Regression Model: Hypothesis Tests ...
Slide 8.6 Undergraduate Econometrics, 2nd Edition-Chapter 8 2 1 SSR SSE R SST SST ==− • Let J be the number of hypotheses. The general F-statistic is given by RU U SSE SSE J F SSE T K − = − (8.1.3) If the null hypothesis is true, then the statistic F has an F-distribution with J numerator degrees of freedom and T − K denominator degrees of freedom. • If the null … ................
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