F-statistic: You are given x data of size n. Describe Monte Carlo algorithm for checking that in an OLS regression y = B
Posted: Wed Jul 06, 2022 12:14 pm
F-statistic: You are given x data of size n. Describe Monte Carlo algorithm for checking that in an OLS regression y = B + B₁x + u, with u~ N(0,1), F-statistic has 0 F-distribution F(1, n - 2).