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Some selected output from two models is reported here, where d; is a binary (0,1) dummy variable: (1) Full Model: Y} = ,81 + gXi +5351; + 4(X X dg) +...

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A. None of the stated options

B. 1.96

C. 58.40

D. 7.64

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Some selected output from two models is reported here, where d; is a binary (0,1) dummy variable:
(1) Full Model: Y} = ,81 + flgXi +5351; + fi4(X£ X dg) + u R55: 40.61 N=250 (2) Restricted Model: 1’; = )61 + )6ng + 64X; x di) + u R55: 50.25 N=250 The t-statistic for conducting the test Hg : fig = 0, Ha : )33 75 0 is [to 2 decimal places}:

Top Answer

The correct answer is D Change in RSS for including the additional regressor di = (50.25-40.61)=9.64 with d.f. 1. RSS under... View the full answer

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