Question: Let us consider a multiple linear regression equation of type t 0 1 1t 2 2t 3 3t 4 4t t Y =???? +???? X

Let us consider a multiple linear regression equation of type t 0 1 1t 2 2t 3 3t 4 4t t Y =???? +???? X +???? X +???? X +???? X ???? ???? . Which of the following hypotheses can be tested using the t-test? Which of them can be tested using an F test, an LM test, and the Wald test? In each case, state the number of restrictions. (i). H. B=1.5, (ii). H, B =1, (iii). H, B= .=0, (iv).

(i). H. B=1.5, (ii). H, B =1, (iii). H, B= .=0, (iv). H: B+B =2 (v). Ho- B+B=2 B-1 (vi). H: B3 =1

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