Question: Consider the multiple linear regression model, y = 0 + 1x1 + 2x2 + . Define the restricted and unrestricted models if the hypotheses are
Consider the multiple linear regression model, y = β0 +
β1x1 + β2x2 + ε. Define the restricted and unrestricted models if the hypotheses are H 0 : β 1 + β 2 = 1 and H A : β 1 + β 2 ≠ 1.
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