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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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This note was uploaded on 02/20/2013 for the course ECON 103 taught by Professor Sandrablack during the Fall '07 term at UCLA.
 Fall '07
 SandraBlack
 Econometrics

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