Y is regressed against X1, X2, X3, X4, X5, X6, X7, and X8. Consider the following test: Họ: B1 = B2 = B3 = B4 = Bs = 0 Hj: one or more of the restrictions under Họ does not hold The sample size n = 9000. The computer computes the heteroskedasticity-robust F-statistic for this test. The F-statistic is 2.15. 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 Họ at a = 0.10 R Ho at a = 0.05 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

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
icon
Related questions
Question
Y is regressed against X1, X2, X3, X4, Xs, X6, X7, and Xg. Consider the following test:
Ho: B1 = B2 = B3 = B4 = B5 = 0
Hị: one or more of the restrictions under Ho does not hold
The sample size n =
this test. The F-statistic is 2.15. What do you conclude? (R stands for reject and FTR stands
for fail to reject.)
R Ho at a = 0.20
9000. The computer computes the heteroskedasticity-robust F-statistic for
A)
R Ho at a = 0.15
R Ho at a = 0.10
R Ho at a =
= 0.05
R Ho at a =
В)
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
%D
C)
R Ho at a =
R Ho at a = 0.15
R Ho at a = 0.10
FTR Ho at
FTR Ho at
a = 0.05
FTR Ho at
a = 0.01
FTR Ho at
%3D
D)
R Ho at a = 0.20
R Ho at a = 0.15
FTR Ho at
a = 0.10
= 0.05
a = 0.01
%3D
E)
R Ho at a = 0.20
FTR Ho at
FTR Ho at
FTR Ho at
FTR Ho at
= 0.15
= 0.10
a = 0.05
= 0.01
a =
%3D
F)
FTR Ho at
FTR Ho at
FTR Ho at
FTR Ho at
FTR Ho at
a = 0.20
a = 0.15
a = 0.10
0.05
a = 0.01
%3|
2.
Transcribed Image Text:Y is regressed against X1, X2, X3, X4, Xs, X6, X7, and Xg. Consider the following test: Ho: B1 = B2 = B3 = B4 = B5 = 0 Hị: one or more of the restrictions under Ho does not hold The sample size n = this test. The F-statistic is 2.15. What do you conclude? (R stands for reject and FTR stands for fail to reject.) R Ho at a = 0.20 9000. The computer computes the heteroskedasticity-robust F-statistic for A) R Ho at a = 0.15 R Ho at a = 0.10 R Ho at a = = 0.05 R Ho at a = В) 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 %D C) R Ho at a = R Ho at a = 0.15 R Ho at a = 0.10 FTR Ho at FTR Ho at a = 0.05 FTR Ho at a = 0.01 FTR Ho at %3D D) R Ho at a = 0.20 R Ho at a = 0.15 FTR Ho at a = 0.10 = 0.05 a = 0.01 %3D E) R Ho at a = 0.20 FTR Ho at FTR Ho at FTR Ho at FTR Ho at = 0.15 = 0.10 a = 0.05 = 0.01 a = %3D F) FTR Ho at FTR Ho at FTR Ho at FTR Ho at FTR Ho at a = 0.20 a = 0.15 a = 0.10 0.05 a = 0.01 %3| 2.
Expert Solution
Step 1

From the given information,

There are 5 variables restricted under null hypothesis.

That is, p=5

Numerator df=p=5

n=9000

Denominator df=n-(p+1)=9000-(5+1)=8994

P value:

F statistic=2.15

P=0.0567, obtained from the Excel function, =F.DIST.RT(2.15,5,8994).

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
A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
Probability
ISBN:
9780134753119
Author:
Sheldon Ross
Publisher:
PEARSON
A First Course in Probability
A First Course in Probability
Probability
ISBN:
9780321794772
Author:
Sheldon Ross
Publisher:
PEARSON