Page 1 of 1
Suppose we want to test the null hypothesis Ho: B₂+ B₂ =B₁ in the following multiple regression model: Y=B₁ + B₂X₂ + B₂X
Posted: Wed Jul 06, 2022 12:14 pm
by answerhappygod
- Suppose We Want To Test The Null Hypothesis Ho B B B In The Following Multiple Regression Model Y B B X B X 1 (21.23 KiB) Viewed 15 times
Suppose we want to test the null hypothesis Ho: B₂+ B₂ =B₁ in the following multiple regression model: Y=B₁ + B₂X₂ + B₂X₂ + B₂X₁ + B₂ Xs+u. You would like to construct an F test using a sample of 30 observations on Y, X₂, X₁, X₁, X₁. 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)