To Test Joint Linear Hypotheses in the Multiple Regression Model

question 27

Multiple Choice

To test joint linear hypotheses in the multiple regression model, you need to

• A)compare the sums of squared residuals from the restricted and unrestricted model.
• B)use the heteroskedasticity-robust F-statistic.
• C)use several t-statistics and perform tests using the standard normal distribution.
• D)compare the adjusted R² for the model which imposes the restrictions, and the unrestricted model.

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