[求助]格林计量五版的一个习题

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

3. A regression model with K = 16 independent variables is fit using a panel of 7 years of data. The sums of squares for the seven separate regressions and the pooled regression are shown below. The model with the pooled data allows a separate constant for each year. Test the hypothesis that the same coefficients apply in every year.

1954 1955 1956 1957 1958 1959 1960 All

Observations   65   55   87   95   103  87   78   570

e′e         104   88  206  144  199  308  211  1425

The F statistic could be computed as

F = {[1425 - (104 + 88 + ... + 211)] / (70 - 16)}/[(104 + 88 + ... + 211) / (570 - 70)] = 1.343

The 95% critical value for the F distribution with 54 and 500 degrees of freedom is 1.363.

 

请问，F统计里面的自由度70-16 和570-70 是如何计算的? 往高人指教

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：coefficients distribution observations Regressions observation 习题 格林 计量

无人回答啊 盼牛人指教