6.3 Consider the model y i : 9 r l x i z 9 z * x i z \ t l e i and supposet hat application.ofl easts quaresto 20 observationso n thesev ariables yields the following results (.* [D] denotes the estimated covariance matrix) :

I u,f fo.eosszl I o.ztstz o.oleles-0 .050301I I url : I o.oser| .+ diDl : I o.oreres0 .04852-60 .03t2nI lu, ) Ll.7i6e ) | -o.oso:or -0.031223 0.03712) 0 o' :2.5193 Rz :0.9466

(a) Find the total variation, unexplained variation, and explained variation for this model.

(b) Find 957o intewal estimates for B2 and B3.

(c) Usea t-testt o testt heh ypothesisH o:92> I againsth e alternativeH 1:$2 11 .

(d) Use your answersi n part

(a) to test the joint hypothesisH o:92: 0, 9: : 0.

(e) Testt he hypothesisF 1s:2B2: Br.