When testing r linear restrictions imposed on the model ,the test statistic is assumed to follow the distribution with A)df₁ = k and df₂ = n - k - 1. B)df₁ = k - 1 and df₂ = n - k - 1. C)df₁ = r and df₂ = n - k. D)df₁ = r and df₂ = n - k - 1.

Question

Quizplus · Accepted Answer

When testing r linear restrictions of the model, the test statistic follows the F distribution with r and n - k - 1 degrees of freedom. Therefore, the correct option is df₁ = r and df₂ = n - k - 1, which is given in option D.

When Testing R Linear Restrictions Imposed on the Model