Consider the following regression model:
y=β₁+β₂x₂+β₃x₃+β₄x₄+β₅x₅+u.
The sample size is N=105. Using F test, we want to test:
H₀ : β₂=0, β₃=0, β₅=1
H₁ : O/W.
The restricted and unrestricted sum of squared errors are
SSEr=1300 and SSEu=1000. What is the F
statistics for this test.
a.
10
b.
5
c.
1
d.
20