Question: Let three-variable linear regression equation be given by: i 0 1 1i 2 2i i Y = ???? +????X +???? X +???? ; (i) Explain

Let three-variable linear regression equation be given by: i 0 1 1i 2 2i i Y = ???? +????X +???? X +???? ;

(i) Explain all the terms of the given equation.

(ii) Discuss the technique to estimate this equation.

(iii) Obtain the variance of the estimators 0

ˆ????

, 1

ˆ????

, and 2

ˆ????

.

(iv) Discuss the technique to test the null hypothesis H0: ????j ???? 0,( j=1, 2) against an appropriate alternative hypothesis.

(v) Discuss the technique to obtain the 90% and 95% confidence intervals for the population parameter ????j (j=1, 2).

(vi) Discuss the technique to test the null hypothesis 0 1 2 H : ???? = ???? of a three-variable linear regression equation with the ANOVA table.

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