Which of the following correctly defines F statistic if SSRr represents sum of squared residuals from the restricted model of hypothesis testing, SSRur represents sum of squared residuals of the unrestricted model, and q is the number of restrictions placed?
A)F =
B)F =
C)F =
D)F =

Question

Which of the following correctly defines F statistic if SSRr represents sum of squared residuals from the restricted model of hypothesis testing, SSRur represents sum of squared residuals of the unrestricted model, and q is the number of restrictions placed?
A)F = 
B)F = 
C)F = 
D)F =

Quizplus · Accepted Answer

F statistic is given by (SSRr - SSRur)/q divided by SSRur/(n-p-1), where n is the sample size and p is the number of explanatory variables in the unrestricted model. Option B correctly represents this formula.

Which of the Following Correctly Defines F Statistic If SSRr