In regression (1), Y is regressed against X1. In regression (2), Y is regressed against X1, X2, X3, and X4. Suppose the homoskedastic normal regression assumptions hold. What is the homoskedasticity-only F-statistic for testing Ho: B2 = B3 = B4 = 0? (Round your answer to four decimal places.)

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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Regressor
(1)
(2)
X1
#
#
X2
X3
#
X4
Intercept
2#
#
#
R?
0.60
0.63
n
110
110
In regression (1), Y is regressed against X1. In regression (2), Y is regressed against X1, X2, X3,
and X4. Suppose the homoskedastic normal regression assumptions hold. What is the
homoskedasticity-only F-statistic for testing Ho: B2 = B3 = B4 = 0? (Round your answer to four
decimal places.)
%23
3.
Transcribed Image Text:Regressor (1) (2) X1 # # X2 X3 # X4 Intercept 2# # # R? 0.60 0.63 n 110 110 In regression (1), Y is regressed against X1. In regression (2), Y is regressed against X1, X2, X3, and X4. Suppose the homoskedastic normal regression assumptions hold. What is the homoskedasticity-only F-statistic for testing Ho: B2 = B3 = B4 = 0? (Round your answer to four decimal places.) %23 3.
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