Suppose in the following model:
i = 1,2,….,n
I want to test whether both slope coefficients are zero. In order to
derive the restricted residual sum of squares, it is necessary to
estimate the following model:
?
Secondly, how do I derive the relationship between the F test which
tests the null
?
? How do I go about explaining if s (the standard errors of the
residuals) is better?
