Problem 3. (SW 7.10) Show that the two alternative formulas below for the homoscedasticity-only F-statistic are equivalent. F F = SSRunrestricted)/q (SSRrestricted SSRunrestricted/ (n − kunrestricted 1) (Rnrestricted - Restricted)/9 (1 – Runrestricted) / (n − kunrestricted 1) (equation 7.13 in SW) (equation 7.14 in SW)
Problem 3. (SW 7.10) Show that the two alternative formulas below for the homoscedasticity-only F-statistic are equivalent. F F = SSRunrestricted)/q (SSRrestricted SSRunrestricted/ (n − kunrestricted 1) (Rnrestricted - Restricted)/9 (1 – Runrestricted) / (n − kunrestricted 1) (equation 7.13 in SW) (equation 7.14 in SW)
Chapter1: Making Economics Decisions
Section: Chapter Questions
Problem 1QTC
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(SW 7.10) Show that the two alternative formulas below for the homoscedasticity-only
F-statistic are equivalent.
F =
(SSRrestricted − SSRunrestricted) /q
SSRunrestricted/ (n − kunrestricted − 1) (equation 7.13 in SW)
F =
R2
unrestricted − R2
restricted
/q
(1 − R2
unrestricted) / (n − kunrestricted − 1) (equation 7.14 in SW)
![Problem 3. (SW 7.10) Show that the two alternative formulas below for the homoscedasticity-only
F-statistic are equivalent.
F
F
(SSRrestricted - SSRunrestricted) /q
SSRunrestricted/ (n - kunrestricted 1)
(Ranrestricted - Restricted)/9
(1 - Runrestricted)/(n - kunrestricted 1)
(equation 7.13 in SW)
(equation 7.14 in SW)](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F8b8a4ad9-b66e-4dbe-8b3f-39bf0adb3cae%2Faba1553c-eaed-460d-bc56-2c1d191db870%2Fq0d7fhl_processed.png&w=3840&q=75)
Transcribed Image Text:Problem 3. (SW 7.10) Show that the two alternative formulas below for the homoscedasticity-only
F-statistic are equivalent.
F
F
(SSRrestricted - SSRunrestricted) /q
SSRunrestricted/ (n - kunrestricted 1)
(Ranrestricted - Restricted)/9
(1 - Runrestricted)/(n - kunrestricted 1)
(equation 7.13 in SW)
(equation 7.14 in SW)
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