- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 2. Evaluating Regression Model Fit and Interpreting Model Results
- Subject 2. Joint Hypotheses Testing
CFA Practice Question
Which one(s) is (are) false? The F-statistic is:
II. a statistic with k + 1 degrees of freedom in the numerator and n-(k+1) in the denominator.
I. a statistic used to test individual independent variables.
II. a statistic with k + 1 degrees of freedom in the numerator and n-(k+1) in the denominator.
Correct Answer: Both are false.
II. It has k degrees of freedom in the numerator, not k + 1.
I. It is used to test all independent variables simultaneously, to see if any of them are significant.
II. It has k degrees of freedom in the numerator, not k + 1.
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