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What is the homoskedasticity

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In regression (1), Y is regressed against X1 and X2. In regression (2), Y is regressed against X1, X2, X3, X4, and X5. Suppose the homoskadastic normal regression assumptions hold. What is the homoskedasticity-only F-statistic for testing H0:  β3 = β4 = β5 = 0?

Regressor

(1)

(2)

X1

#

#

X2

#

#

X3

 

#

X4

 

#

X5

 

#

Intercept

#

#

 

R2

0.50

0.54

n

120

120

Reference no: EM131131781

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