The following linear hypothesis can be tested using the F-test with the exception of
A)β2 = 1 and β3= β4/β5.
B)β2 =0.
C)β1 + β2 = 1 and β3 = -2β4.
D)β0 = β1 and β1 = 0.

Question

Quizplus · Accepted Answer

The F-test is used to test linear restrictions on the parameters of a regression model. Option A involves a nonlinear restriction (β3= β4/β5), which cannot be tested using the F-test.

The Following Linear Hypothesis Can Be Tested Using the F-Test