Question: Consider the multiple regression model with three independent variables, under the classical linear model assumptions MLR. 1 through MLR.6: y = (0 + (1x1 +

Consider the multiple regression model with three independent variables, under the classical linear model assumptions MLR. 1 through MLR.6:
y = (0 + (1x1 + (2x2 + (3x3 + u.
You would like to test the null hypothesis H0: (1 - 3(2 = 1.

(ii) Write the t statistic for testing H0: (1 - 3(2 = 1.
(iii) Define (, = (1, - 3(2 and 1 = - 32. Write a regression equation involving (0, (1, (2, and (3 that allows you to directly obtain 1 and its standard error.

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