Suppose we are interested in testing the joint significance of b 1 and b 2 . That
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Suppose we are interested in testing the joint significance of b1 and b2. That is, the null hypothesis is H0: β1 - β2 = 0. Test the joint significance of β1 and β1.
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To test the joint significance of the coefficients 1 1 and 2 2 we need to perform an Ftest The null ...View the full answer
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Related Book For 
Statistics For Business And Financial Economics
ISBN: 9781461458975
3rd Edition
Authors: Cheng Few Lee , John C Lee , Alice C Lee
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