When Testing R Linear Restrictions Imposed on the Model Y

question 3

Multiple Choice

When testing r linear restrictions imposed on the model y = β₀ + β₁x₁ + ... + β_k x_k + ε, the test statistic is assumed to follow the distribution with ________.

• A) df₁ = k and df₂ = n - k - 1
• B) df₁ = k - 1 and df₂ = n - k - 1
• C) df₁ = r and df₂ = n - k
• D) df₁ = r and df₂ = n - k - 1

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