17. If we are doing a regression on 12 observations and we are suspecting that we have the problem of miss specification

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17 If We Are Doing A Regression On 12 Observations And We Are Suspecting That We Have The Problem Of Miss Specification 1 (24 KiB) Viewed 61 times

17. If we are doing a regression on 12 observations and we are suspecting that we have the problem of miss specification and we used the RESET test to detect the problem using the following regression Yi=b1 +b2*X2+b3*X3+b4*Yf2i +b5"Yf3i + ei. Were Yf2i is the square of estimated Yi, and Yf3i is the tripled of estimated Yi. Then the F value that allows us to reject the null hypothesis at 5% should be greater than.............. (2 Points) The value must be a number