Test statistic for the test of linear restrictions is using all of the following,except ______________________.
A) mean error sum of squares
B) error sum of squares of the restricted model
C) number of linear restrictions
D) number of explanatory variables in the unrestricted model

Question

Quizplus · Accepted Answer

The test statistic for the test of linear restrictions is typically calculated using the F-statistic, which is the ratio of the mean square error of the restricted model to the mean square error of the unrestricted model. The other options listed are all used in calculating the F-statistic to some degree, but mean error sum of squares is not specifically used as a component of the test statistic itself.

Test Statistic for the Test of Linear Restrictions Is Using