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
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
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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.
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