Suppose we want to test the null hypothesis Ho B2+ B4 = B5 in the following multiple regression model: Y = B1 + B2X2 + B
Posted: Wed Jul 06, 2022 6:22 pm
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)