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When Testing R Linear Restrictions Imposed on the Model Y

Question 76

Multiple Choice

When testing r linear restrictions imposed on the model y = β0 + β1x1 + ...+ βkxk + ε,the test statistic is assumed to follow the F(df1,df2) 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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