The Homoskedasticity-Only F-Statistic Is
A) B) $\frac{(R \hat{\beta}-\mathrm{r})^{\prime}\left[R^{\prime}\left(X^{\prime} X\right)^{-1} R\right]^{-1}(R \hat{\beta}-r)}{\mathrm{s}_{\mathrm{u}}^{2}}$

question 46

Multiple Choice

The homoskedasticity-only F-statistic is

• A) \(\frac{(R \hat{\beta}-\mathrm{r})^{\prime}\left[R^{\prime}\left(\mathrm{X}^{\prime} \mathrm{X}\right)^{-1} R\right]^{-1}(R \hat{\beta}-r) / q}{\mathrm{~s}_{\mathrm{u}}^{2}}\)
• B) \(\frac{(R \hat{\beta}-\mathrm{r})^{\prime}\left[R^{\prime}\left(X^{\prime} X\right)^{-1} R\right]^{-1}(R \hat{\beta}-r)}{\mathrm{s}_{\mathrm{u}}^{2}}\)
• C) \(\frac{(R \hat{\beta}-\mathrm{r})^{\prime}\left[R^{\prime} \hat{\Sigma}_{\beta} R\right]^{-1}(R \hat{\beta}-r)}{\mathrm{q}}\)
• D) \(\frac{\hat{\mathrm{U}} \mathrm{P} Z \hat{\mathrm{U}}}{\hat{\mathrm{U}^{\prime} \mathrm{M}_{\mathrm{Z}} \mathrm{U}}}\)

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