The sum of squared residuals form of the F statistic can be computed easily even when many independent variables are involved; this particular F statistic is usually called the _____ in econometrics.
A)Chow statistic
B)t statistic
C) statistic
D) LM statistic

Question

The sum of squared residuals form of the F statistic can be computed easily even when many independent variables are involved; this particular F statistic is usually called the _____ in econometrics.
A)Chow statistic 
B)t statistic 
C) ​ statistic 
D) ​LM statistic

Quizplus · Accepted Answer

The sum of squared residuals form of the F statistic can be computed easily even when many independent variables are involved; this particular F statistic is usually called the Chow statistic in econometrics.

The Sum of Squared Residuals Form of the F Statistic