1. See the output of the following model, Y = a + B₁X₁ + B₂X₂ + B3X3 + ε Dependent Variable: Y, Method: Least Squares, Observations 569. Variable Coefficient Std. Error Constant X1 X2 X3 6.177290 -0.927764 0.990047 -0.003697 R-squared 0.842971 Mean dependent var 4.488665 Adjusted R-squared 0.842138 S.D. dependent var 1.171166 S.E. of regression 0.465327 Akaike info criterion 1:314851 Sum squared residual 122.3388 0.246211 0.071405 a) 82.429 b) 84.429 c) 86.421 d) None of the above 0.026410 0.018770 t-statistic 25.08946 -12.99305 37.48715 -0.196992 P-value 0.00000 0.00000 0.00000 0.08439 Schwarz criterion 1.345388 Log likelihood 370.0750 Hannan-Quinn 1.326766 F-statistic 1011.023 Durbin-Watson stat 2.027822 Prob(F-statistic) 0.000000 In the context of the above model, test the joint hypothesis P₁ = 3 = 0 using a 5% significance level. The RSS of the restricted model is 158.9015. What is the F-statistic?
1. See the output of the following model, Y = a + B₁X₁ + B₂X₂ + B3X3 + ε Dependent Variable: Y, Method: Least Squares, Observations 569. Variable Coefficient Std. Error Constant X1 X2 X3 6.177290 -0.927764 0.990047 -0.003697 R-squared 0.842971 Mean dependent var 4.488665 Adjusted R-squared 0.842138 S.D. dependent var 1.171166 S.E. of regression 0.465327 Akaike info criterion 1:314851 Sum squared residual 122.3388 0.246211 0.071405 a) 82.429 b) 84.429 c) 86.421 d) None of the above 0.026410 0.018770 t-statistic 25.08946 -12.99305 37.48715 -0.196992 P-value 0.00000 0.00000 0.00000 0.08439 Schwarz criterion 1.345388 Log likelihood 370.0750 Hannan-Quinn 1.326766 F-statistic 1011.023 Durbin-Watson stat 2.027822 Prob(F-statistic) 0.000000 In the context of the above model, test the joint hypothesis P₁ = 3 = 0 using a 5% significance level. The RSS of the restricted model is 158.9015. What is the F-statistic?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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