The above is an Eviews output for a F-test for linear restrictions from a linear regression. What is the outcome of the test? Select one: O a. Reject H0 at 5% level of significance O b. Reject H0 at 10% level of significance Reject H0 at 1% level of significance O d. None of the above
The above is an Eviews output for a F-test for linear restrictions from a linear regression. What is the outcome of the test? Select one: O a. Reject H0 at 5% level of significance O b. Reject H0 at 10% level of significance Reject H0 at 1% level of significance O d. None of the above
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
q16-

Transcribed Image Text:Wald Test:
Equation: EQ01
Test Statistic
F-statistic
Chi-square
Value
2.424929
4.849858
Null Hypothesis: C(4)=C(5)=C(3)
Null Hypothesis Summary:
Select one:
O a.
O b.
df
(2, 114)
2
Normalized Restriction (= 0)
-C(3) + C(4)
-C(3) + C(5)
Restrictions are linear in coefficients.
The above is an Eviews output for a F-test for linear restrictions from a linear regression.
What is the outcome of the test?
Value
Probability
0.0930
0.0885
O d. None of the above
Std. Err.
2.266316
1.211957
0.607934 0.472691
Reject H0 at 5% level of significance
Reject H0 at 10% level of significance
Reject H0 at 1% level of significance
Expert Solution

Step 1
It is given that an Eview output for a F-test for linear restrictions from a linear regression.
F-statistic value = 2.424929
P-value of F-test = 0.0930
Step by step
Solved in 2 steps
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