![]() ![]() ![]() How do you find the degrees of freedom in the denominator?Ī.) It is the number of observations minus the number of coefficients estimated (N-K)b.) It is the number of hypotheses being tested simultaneously (J)c.) It is the number of coefficients being estimated (K)d.) It is the number of observations minus the number of hypotheses tested (N-J) Ans: aLevel: ModerateSection: 6.1 ![]() The critical value for a given p-value in the F-distribution depends on the degrees of freedom in the numerator and denominator.How do you find the degrees of freedom in the numerator?Ī.) It is the number of observations minus the number of coefficients estimated (N-K)b.) It is the number of hypotheses being tested simultaneously (J)c.) It is the number of coefficients being estimated (K)d.) It is the number of observations minus the number of hypotheses tested (N-J) Ans: bLevel: ModerateSection: 6.1 The following model has been estimated using a dataset with 4854 observations.Ĭalculate the F-statistic to test H 0: b 2 = b 3 =- b 4 = b 5 = 0a.) 430.35b.).Carter Hill -Test Bankįile: Ch06, Chapter 6, Further Inference in the Multiple Regression Model Multiple Choice INSTANT DOWNLOAD WITH ANSWERS Principles of Econometrics 4th Edition by R. ![]()
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