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When Testing R Linear Restrictions Imposed on the Model Y

Question 3

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When testing r linear restrictions imposed on the model y = β0 + β1x1 + ... + βk xk + ε, the test statistic is assumed to follow the When testing r linear restrictions imposed on the model y = β<sub>0</sub> + β<sub>1</sub>x<sub>1</sub> + ... + β<sub>k </sub>x<sub>k</sub> + ε, the test statistic is assumed to follow the distribution with ________. A) df<sub>1</sub> = k and df<sub>2</sub> = n - k - 1 B) df<sub>1</sub> = k - 1 and df<sub>2</sub> = n - k - 1 C) df<sub>1</sub> = r and df<sub>2</sub> = n - k D) df<sub>1</sub> = r and df<sub>2</sub> = n - k - 1 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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