garp16-p1-9
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Multiple Regression Coefficient Testing (garp16-p1-09)
Hi, In the below example from GARP 2016 Practice exam, the joint significance of the coefficients of the multiple regression is tested with F statistic, not T stat. Please clarify why F stat is appropriate to use in this case. For a sample of 400 firms, the relationship between corpor...- jehwang
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- garp13-p1-9 garp16-p1-09 garp16-p1-9
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- Forum: P1.T2. Quantitative Methods (20%)
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F-statistic and T-statistics
1)For a sample of 400 firms, the relationship between corporate revenue (Yi) and the average years of experience per employee (Xi) is modeled as follows: Yi = β1 + β2 Xi + εi, i = 1, 2,...,400 You wish to test the joint null hypothesis that β1 = 0 and β2 = 0 at the 95% confidence level. The...- Priyanka_Chandak23
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- garp13-p1-9 garp16-p1-09 garp16-p1-9 hypotheesis testing multicollinearity z statistic
- Replies: 8
- Forum: P1.T2. Quantitative Methods (20%)