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Practice_Questions_Chapter6

it is the number of coefficients being estimated k d

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Unformatted text preview: e F- distribution depends on the degrees of freedom in the numerator and denominator. How do you find the degrees of freedom in the denominator? a.) It is the number of observations minus the number of coefficients estimated (N- K) b.) It is the number of hypotheses being tested simultaneously (J) c.) It is the number of coefficients being estimated (K) d.) It is the number of observations minus the number of hypotheses tested (N- J) Ans: a Section: 6.1 4. When performing an F- test, if the null hypothesis is H0: β 2 = β 3 = 0 w...
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