The formulation Rβ= r to test a hypotheses
A)allows for restrictions involving both multiple regression coefficients and single regression coefficients.
B)is F-distributed in large samples.
C)allows only for restrictions involving multiple regression coefficients.
D)allows for testing linear as well as nonlinear hypotheses.

Question

Quizplus · Accepted Answer

The formulation Rβ= r to test a hypotheses allows for restrictions involving both multiple regression coefficients and single regression coefficients. This is because Rβ= r is a matrix form of a linear hypothesis which can be used to test any kind of linear restrictions on the regression coefficients. Therefore, option A is correct. Option B is not correct because the F-statistic is used to test the overall significance of the regression model, not to test specific hypotheses. Option C is not correct because the Rβ= r formulation allows for testing multiple as well as single regression coefficients. Option D is not correct since the Rβ= r formulation only deals with linear hypotheses, not nonlinear hypotheses.

The Formulation Rβ= R to Test a Hypotheses