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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
by answerhappygod
F Statistic You Are Given X Data Of Size N Describe Monte Carlo Algorithm For Checking That In An Ols Regression Y B 1
F Statistic You Are Given X Data Of Size N Describe Monte Carlo Algorithm For Checking That In An Ols Regression Y B 1 (20.85 KiB) Viewed 11 times
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).