Suppose we want to test the null hypothesis Ho B2+ B4 = B5 in the following multiple regression model: Y = B1 + B2X2 + B

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Suppose We Want To Test The Null Hypothesis Ho B2 B4 B5 In The Following Multiple Regression Model Y B1 B2x2 B 1 (32.23 KiB) Viewed 26 times

Suppose we want to test the null hypothesis Ho B2+ B4 = B5 in the following multiple regression model: Y = B1 + B2X2 + B3X3 + B4X4 + B5X5 +2. You would like to construct an F test using a sample of 30 observations on Y, X2, X3, X₁, Xs. Please 1. write down explicitly the alternative hypothesis (0.5pt) 2. explain how you would obtain the test statistic (2pt) 3. find the critical value of the 5 percent test (1pt) 4. explain how you would make the testing decision for the 5 percent test (0.5pt)