Refer to regression (9 7 3) How would you test the hypothesis that the coefficients of D 2 and D 3 are the same And that the coefficients of D 2 and D 4 are the same If the coefficient of D 3 is statistically different from that of D 2 and the coefficient of D 4 is different from that of D 2 , does...

Following Chapter 8 we can use the t test as follows But under the null hypothesis that 2 3 b b the ...

Refer to regression (9.7.3). How would you test the hypothesis that the coefficients of D 2 and

Question:

Refer to regression (9.7.3). How would you test the hypothesis that the coefficients of D₂ and D₃ are the same? And that the coefficients of D₂ and D₄ are the same? If the coefficient of D₃ is statistically different from that of D₂ and the coefficient of D₄ is different from that of D₂, does that mean that the coefficients D₃ and D₄ are also different?

{var (A ± B) = var (A) + var (B) ± 2 cov (A, B)}