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bah103
01.04.2021 •
Mathematics
Suppose you have estimated a k-variable linear regression model and are interested in conducting a test of joint significance. Specify i) the associated null and alternative hypotheses and ii) the unrestricted and restricted versions of the model. Show that the sum of the squared residuals obtained from the estimated restricted model is equal to the sum of the squared deviations of the dependent variable (i.e., the total variation in the dependent variable).
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