The Denominator of the Appropriate Test Statistic for Testing for the Joint

question 11

Multiple Choice

The denominator of the appropriate test statistic for testing for the joint significance of a subset of independent variables is

• A) \(\left( U S S _ { \text {restricted } } - U _ { \text {SS } } S _ { \text {unrestricted } } \right) / q .\)
• B) \(\left( U S S _ { \text {unrestricted } } - U S S _ { \text {restricted } } \right) / q .\)
• C) \(\text { USS } S _ { \text {unrestricted } } / ( n - k - 1 )\)
• D) \(U _ { S S _ { \text {restricted } } / ( n - k - 1 ) }\)