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(SW 7.10) Show that the two alternative formulas below for the homoscedasticity-only F-statistic are equivalent. F = (SSRrestricted − SSRunrestricted) /q SSRunrestricted/ (n − kunrestricted − 1) (equation 7.13 in SW) F = R2 unrestricted − R2 restricted /q (1 − R2 unrestricted) / (n − kunrestricted − 1) (equation 7.14 in SW)
Problem 3. (SW 7.10) Show that the two alternative formulas below for the homoscedasticity-only
F-statistic are equivalent.
F
F
(SSRrestricted - SSRunrestricted) /q
SSRunrestricted/ (n - kunrestricted 1)
(Ranrestricted - Restricted)/9
(1 - Runrestricted)/(n - kunrestricted 1)
(equation 7.13 in SW)
(equation 7.14 in SW)
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Transcribed Image Text:Problem 3. (SW 7.10) Show that the two alternative formulas below for the homoscedasticity-only F-statistic are equivalent. F F (SSRrestricted - SSRunrestricted) /q SSRunrestricted/ (n - kunrestricted 1) (Ranrestricted - Restricted)/9 (1 - Runrestricted)/(n - kunrestricted 1) (equation 7.13 in SW) (equation 7.14 in SW)
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