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Basic Question 3 of 7

The F-statistic is equal to:

I. MSR/MSE
II. (RSS/k)/MSE
III. MSE/RSS
IV. [RSS/k]/[SSE/(n - k + 1)]
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User Contributed Comments 2

User Comment
leo6fin whats wrong with IV
NIKKIZ It should either be n-k-1 or n-(k+1) but not n-k+1.
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Colin Sampaleanu

Colin Sampaleanu

Learning Outcome Statements

formulate hypotheses on the significance of two or more coefficients in a multiple regression model and interpret the results of the joint hypothesis tests;

CFA® 2025 Level II Curriculum, Volume 1, Module 2.