这个知识点在新考纲范围内吗

问题如下：

b. If your sample has 433 observations, what is the distribution of the Chow test?

选项：

解释：

The Chow test is an F-test with degrees of freedom equal to the number of coefficients being tested (four here, because there are four interaction terms) and the number of observations minus the number of coefficients in the extended model (433 – 9 here), so that the test statistic has a $F_{4,424}$ distribution.