2
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I understand that with $H_0$:

$$b_1 = 0,\ b_2 = 0,\ b_3 = 0$$

the number of restrictions ($q$) is 3.

However, with $H_1$:

$$b_1 + b_2 + b_3 = 0$$

is the number of restrictions now 1?

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  • 2
    $\begingroup$ Hmm--I count three equality signs in the first example and one in the second. $\endgroup$
    – whuber
    Commented Dec 5, 2017 at 15:38

1 Answer 1

1
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In the second, we are testing one linear restriction, so q should be one.

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