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ECONOMETRIA

ECONOMETRIA. Daniel Lema. TEST F. F = (SCR R - SCR NR )/q (SCR NR )/(n – k - 1) Dist. F (q, n-k-1) q : grados de libertad del numerador (glr - glirr) (numero de restricciones) k: numero de variables independientes en el modelo irrestricto n: numero de observaciones

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ECONOMETRIA

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  1. ECONOMETRIA Daniel Lema

  2. TEST F • F = (SCRR - SCRNR)/q (SCRNR)/(n – k - 1) Dist. F (q, n-k-1) q : grados de libertad del numerador (glr - glirr) (numero de restricciones) k: numero de variables independientes en el modelo irrestricto n: numero de observaciones n – k – 1: grados de libertad del denominador (glirr)

  3. TEST F - VERSION R2 • F = (R2NR - R2R)/q (1 - R2NR)/(n – k - 1) Dist. F (q, n-k-1) q : grados de libertad del numerador (glr - glirr) (numero de restricciones) k: numero de variables independientes en el modelo irrestricto n: numero de observaciones n – k – 1: grados de libertad del denominador (glirr)

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