3. A regression model with K = 16 independent variables is fit using a panel of 7 years of data. The sums of squares for the seven separate regressions and the pooled regression are shown below. The model with the pooled data allows a separate constant for each year. Test the hypothesis that the same coefficients apply in every year.

1954 1955 1956 1957 1958 1959 1960 All

Observations   65   55   87   95   103  87   78   570

e′e         104   88  206  144  199  308  211  1425

The F statistic could be computed as

F = {[1425 - (104 + 88 + ... + 211)] / (70 - 16)}/[(104 + 88 + ... + 211) / (570 - 70)] = 1.343

The 95% critical value for the F distribution with 54 and 500 degrees of freedom is 1.363.

 

请问，F统计里面的自由度70-16 和570-70 是如何计算的? 往高人指教