To Test Whether or Not the Population Regression Function Is

question 22

Multiple Choice

To test whether or not the population regression function is linear rather than a polynomial of order r,

• A)check whether the regression R² for the polynomial regression is higher than that of the linear regression.
• B)compare the TSS from both regressions.
• C)look at the pattern of the coefficients: if they change from positive to negative to positive, etc., then the polynomial regression should be used.
• D)use the test of (r-1)restrictions using the F-statistic.

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