Chapter S : Testing & Linear Restriction
We ‘RSt testrictons chest nciidklal/pamimeles) using t-tate and
using F- tests geys F potemelers
“Pleis of Non eto Pasometer Nalues :
A BAB* EM ee re
arth MN macy we
Fests of ero Restwichions (Group Exclusion Tests) +
one ti : Ley we exclude a subset of Varicbles
Hebe 0) B= o
Aye At ask oe of the porometers BPs, is £0
Fits of Other Linear Restrictions :
Ho: Pat Pa = 4 OR AA B° [ALP
The FVolue.
oe san)
Drbe number of Restrictions,
RSQ: RSS io the teckided model Conder 4)
RSS. RS in the ontesteiched model Conder 41,)
R. Fee fa (1-othe my 9-k) —> Feritical
pool << A-pFICRal, min-k) py Pevolue of given F
thes Teses Concerning, “Testing “Restichions +
The Chow Test + z
Tk degis ushether Cegresiton line oy tes sepole Ceqiestan lines best fit
a teh of dete
A SHE dota et iS a fesolt of [Beak Fant oo tiucxal Point Co yried of
Kgpificort % vioket change)
‘A
be
pookd —» ss
Kegassion |
ah ae a
VERE aide wea ce
es 4— The dota st con be pleted arth a singh fegfession line
He: Bat
as FR