What is the F Test for Multiple Exclusion Restrictions? |【Five Minute Econometrics】Topic 41
00:00 Multiple Exclusion Restrictions
03:27 The F Test
【Five Minute Econometrics】(Econometric Tutorials)
Topic 41: What is the F Test for Multiple Exclusion Restrictions?
Hi, I am Bob. Welcome back to Five Minute Econometrics, a program for econometric learners. In previous topics, we have discussed the t-test for a single parameter in the model. It usually tests the statistical significance of individual explanatory variables and finds whether the effects are statistically different from zero at a chosen significance level. Then, we learned the hypothesis test for a single linear combination of parameters in the model. After placing the linear combination on the left-hand side, we can define a new parameter and transform the model so that it becomes a t-test for the single parameter. Testing one parameter or one linear combination of parameters involves only a single linear restriction. Today, we will deal with something new, the hypotheses about multiple linear restrictions.
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