In regression (1), Y is regressed against X1 and X2. In regression (2), Y is regressed against X1, X2, X3, X4, and X5. Suppose the homoskadastic normal regression assumptions hold. What is the homoskedasticity-only F-statistic for testing H0: β3 = β4 = β5 = 0?
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Regressor
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(1)
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(2)
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X1
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#
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#
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X2
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#
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#
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X3
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#
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X4
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#
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X5
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#
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Intercept
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#
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#
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