- 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
The F-statistic is equal to:
II. (RSS/k)/MSE
III. MSE/RSS
IV. [RSS/k]/[SSE/(n - k + 1)]
I. MSR/MSE
II. (RSS/k)/MSE
III. MSE/RSS
IV. [RSS/k]/[SSE/(n - k + 1)]
Correct Answer: I and II
F = [RSS/k] / [SSE/(n - k - 1)] = MSR / MSE.
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. |