For the F-test above, consider the estimates of the unrestricted and restricted regression. Unrestricted regression Source...
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For the F-test above, consider the estimates of the unrestricted and restricted regression. Unrestricted regression Source SS df MS Number of obs = F(3,522) 526 = 76.87 Model Residual 2194.1116 4966.39269 3 731.370532 522 9.51398984 Total 7160.41429 525 13.6388844 Prob > F R-squared Adj R-squared Root MSE = 9.0000 = 0.3064 = 0.3024 = 3.0845 wage Coef. Std. Err. t P>|t| [95% Conf. Interval] educ tenure .5989651 exper _cons .1692687 .0223395 -2.872735 .0512835 .0216446 0120568 .7289643 11.68 0.000 7.82 0.000 1.85 0.964 -3.94 8.000 .4982176 .6997126 .1267474 .2117899 -.0013464 .0460254 -4.384799 -1.448671 Restricted regression Source SS df MS Number of obs = 526 Model Residual 861.62965 6298.78464 1 861.62965 524 12.0205814 Total 7160.41429 525 13.6388844 F(1, 524) Prob > F R-squared Adj R-squared Root MSE 71.68 = 0.0000 = 0.1203 0.1187 = 3.4671 wage Coef. Std. Err. t P>|t| [95% Conf. Interval] tenure cons .1773271 4.990925 .0209449 .185158 8.47 8.000 26.95 0.000 .1361809 4.627182 .2184733 5.354669 Here is the formula for the F-statistic (SSRr - SSRur)/q F = SSRur/(n-k-1) (c) Based on the regression outputs above, write down the numerical value of [8 marks] i. SSRr For the F-test above, consider the estimates of the unrestricted and restricted regression. Unrestricted regression Source SS df MS Number of obs = F(3,522) 526 = 76.87 Model Residual 2194.1116 4966.39269 3 731.370532 522 9.51398984 Total 7160.41429 525 13.6388844 Prob > F R-squared Adj R-squared Root MSE = 9.0000 = 0.3064 = 0.3024 = 3.0845 wage Coef. Std. Err. t P>|t| [95% Conf. Interval] educ tenure .5989651 exper _cons .1692687 .0223395 -2.872735 .0512835 .0216446 0120568 .7289643 11.68 0.000 7.82 0.000 1.85 0.964 -3.94 8.000 .4982176 .6997126 .1267474 .2117899 -.0013464 .0460254 -4.384799 -1.448671 Restricted regression Source SS df MS Number of obs = 526 Model Residual 861.62965 6298.78464 1 861.62965 524 12.0205814 Total 7160.41429 525 13.6388844 F(1, 524) Prob > F R-squared Adj R-squared Root MSE 71.68 = 0.0000 = 0.1203 0.1187 = 3.4671 wage Coef. Std. Err. t P>|t| [95% Conf. Interval] tenure cons .1773271 4.990925 .0209449 .185158 8.47 8.000 26.95 0.000 .1361809 4.627182 .2184733 5.354669 Here is the formula for the F-statistic (SSRr - SSRur)/q F = SSRur/(n-k-1) (c) Based on the regression outputs above, write down the numerical value of [8 marks] i. SSRr
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