Why is the hypothesis test for an OLS parameter estimate a t-test when o, is unknown, and yet you know that the asymptotic distribution of the parameter estimates are Normally distributed? Prove definitively. Why is the goodness of fit test of your OLS model an F-test? Prove definitively.
Why is the hypothesis test for an OLS parameter estimate a t-test when o, is unknown, and yet you know that the asymptotic distribution of the parameter estimates are Normally distributed? Prove definitively. Why is the goodness of fit test of your OLS model an F-test? Prove definitively.
Big Ideas Math A Bridge To Success Algebra 1: Student Edition 2015
1st Edition
ISBN:9781680331141
Author:HOUGHTON MIFFLIN HARCOURT
Publisher:HOUGHTON MIFFLIN HARCOURT
Chapter4: Writing Linear Equations
Section: Chapter Questions
Problem 12CR
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![Why is the hypothesis test for an OLS parameter estimate a t-test when o is
unknown, and yet you know that the asymptotic distribution of the parameter
estimates are Normally distributed? Prove definitively.
Why is the goodness of fit test of your OLS model an F-test? Prove definitively.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fc541b931-ed61-4d49-baa7-c070b3f98219%2F2fb2ede7-35c9-4c96-95b9-70d46c35d657%2Ffsx7vxt_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Why is the hypothesis test for an OLS parameter estimate a t-test when o is
unknown, and yet you know that the asymptotic distribution of the parameter
estimates are Normally distributed? Prove definitively.
Why is the goodness of fit test of your OLS model an F-test? Prove definitively.
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