Y is regressed against X1, X2, X3, X4, X5, and X6. Consider the following test: Ho: B1 = B2 = B3 = 0 Hj: one or more of the restrictions under Họ does not hold The sample size n = 8000. The computer computes the heteroskedasticity-robust F-statistic fo this test. The F-statistic is 2.90. What do you conclude? (R stands for reject and FTR stands for fail to reject.) R Ho at a = 0.20 R Ho at a = 0.15 R Ho at a = 0.10 R Ho at a = 0.05 R Ho at a = 0.0 R Ho at a = 0.20 R Ho at a = 0.15 R Ho at a = 0.10 R Ho at a = 0.05 FTR Ho at a -001

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
1.
Y is regressed against X1, X2, X3, X4, Xs, and X6. Consider the following test:
Ho: B1 = B2 = B3 = 0
Hj: one or more of the restrictions under H, does not hold
The sample sizen= 8000. The computer computes the heteroskedasticity-robust F-statistic for
this test. The F-statistic is 2.90. What do you conclude? (R stands for reject and FTR stands
for fail to reject.)
A)
R Ho at a =
0.20
R Ho at a =
= 0.15
R Ho at a = 0.10
R Ho at a =
R Ho at a = 0.01
R Ho at a =
0.20
R Ho at a =
0.15
R Ho at a = 0.10 | R Ho at a =
0.05
FTR Ho at
a = 0.01
FTR Ho at
C)
R Ho at a =
0.20
R Ho at a = 0.15
R Ho at a = 0.10
FTR Ho at
%3D
a = 0.05
= 0.01
D)
R Ho at a
= 0.20
R Ho at a = 0.15
FTR Ho at
FTR Ho at
FTR Ho at
0.10
0.05
= 0.01
a =
a =
a =
E)
R Ho at a =
0.20
FTR Ho at
FTR Ho at
FTR Ho at
FTR Ho at
= 0.01
a = 0.15
FTR Ho at
a =
= 0.10
= 0.05
a =
a
F)
FTR Họ at
FTR Ho at
FTR Ho at
FTR Ho at
a = 0.20
a = 0.15
a = 0.10
a = 0.05
a = 0.01
B)
Transcribed Image Text:1. Y is regressed against X1, X2, X3, X4, Xs, and X6. Consider the following test: Ho: B1 = B2 = B3 = 0 Hj: one or more of the restrictions under H, does not hold The sample sizen= 8000. The computer computes the heteroskedasticity-robust F-statistic for this test. The F-statistic is 2.90. What do you conclude? (R stands for reject and FTR stands for fail to reject.) A) R Ho at a = 0.20 R Ho at a = = 0.15 R Ho at a = 0.10 R Ho at a = R Ho at a = 0.01 R Ho at a = 0.20 R Ho at a = 0.15 R Ho at a = 0.10 | R Ho at a = 0.05 FTR Ho at a = 0.01 FTR Ho at C) R Ho at a = 0.20 R Ho at a = 0.15 R Ho at a = 0.10 FTR Ho at %3D a = 0.05 = 0.01 D) R Ho at a = 0.20 R Ho at a = 0.15 FTR Ho at FTR Ho at FTR Ho at 0.10 0.05 = 0.01 a = a = a = E) R Ho at a = 0.20 FTR Ho at FTR Ho at FTR Ho at FTR Ho at = 0.01 a = 0.15 FTR Ho at a = = 0.10 = 0.05 a = a F) FTR Họ at FTR Ho at FTR Ho at FTR Ho at a = 0.20 a = 0.15 a = 0.10 a = 0.05 a = 0.01 B)
Expert Solution
Step 1

From the given information,

There are 3 variables restricted under null hypothesis.

That is, p=3

Numerator df=p=3

n=8000

Denominator df=n-(p+1)=8000-(3+1)=7996

P value:

F statistic=2.90

P=0.0336, obtained from the Excel function, =F.DIST.RT(2.9,3,7996).

Decision Rule:

If p-value ≤ α, then reject the null hypothesis.

If p-value > α, then do not reject the null hypothesis.

steps

Step by step

Solved in 2 steps

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman