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To Calculate the Homoskedasticity-Only Overall Regression F-Statistic, You Need to Compare

Question 29

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To calculate the homoskedasticity-only overall regression F-statistic, you need to compare the SSRrestricted with the SSRunrestricted. Consider the following output from a regression package, which reproduces the regression results of testscores on the student-teacher ratio, the percent of English learners, and the expenditures per student from your textbook:
Dependent Variable: TESTSCR
Method: Least Squares
Date: 07/30/06 Time: 17:55
Sample: 1 420
Included observations: 420 To calculate the homoskedasticity-only overall regression F-statistic, you need to compare the SSR<sub>restricted</sub> with the SSR<sub>unrestricted</sub>. Consider the following output from a regression package, which reproduces the regression results of testscores on the student-teacher ratio, the percent of English learners, and the expenditures per student from your textbook: Dependent Variable: TESTSCR Method: Least Squares Date: 07/30/06 Time: 17:55 Sample: 1 420 Included observations: 420 Sum of squared resid corresponds to SSR<sub>unrestricted</sub>. How are you going to find SSR<sub>restricted</sub>? Sum of squared resid corresponds to SSRunrestricted. How are you going to find SSRrestricted?

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You could simply run a regression of Tes...

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