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a. In large samples

a. In large samples

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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Which one of the following statements is true? Select one: O a. In large samples, there are not many discrepancies between the outcomes of the F test and the LM test O b. Degrees of freedom of the unrestricted model is necessary for using the LM test. O c. The LM test can be used to test hypotheses with single restrictions only and provides inefficient results for multiple restrictions O d. The LM statistic is derived based on the normality assumption
Transcribed Image Text:Which one of the following statements is true? Select one: O a. In large samples, there are not many discrepancies between the outcomes of the F test and the LM test O b. Degrees of freedom of the unrestricted model is necessary for using the LM test. O c. The LM test can be used to test hypotheses with single restrictions only and provides inefficient results for multiple restrictions O d. The LM statistic is derived based on the normality assumption
Which one of the following is a true biased estimator of the error variance o? Select one: O a. o? = E(µ²) O b. o? = n-1) D" =1 û¡ = SSR/n O c. o² = n-1) E" =1 43 = SS R/n O d. o² = n¯1) E =1 (H; )² = SS R/n
Transcribed Image Text:Which one of the following is a true biased estimator of the error variance o? Select one: O a. o? = E(µ²) O b. o? = n-1) D" =1 û¡ = SSR/n O c. o² = n-1) E" =1 43 = SS R/n O d. o² = n¯1) E =1 (H; )² = SS R/n
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