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The Sum of Squared Residuals Form of the F Statistic

Question 21

Multiple Choice

The sum of squared residuals form of the F statistic can be computed easily even when many independent variables are involved; this particular F statistic is usually called the _____ in econometrics.


A) Chow statistic
B) t statistic
C) ​ The sum of squared residuals form of the F statistic can be computed easily even when many independent variables are involved; this particular F statistic is usually called the _____ in econometrics. A) Chow statistic B) t statistic C) ​ statistic D) ​LM statistic statistic
D) ​LM statistic

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