Question: 1. Consider a multiple linear regression model with three predictive variables, Y = 0 + 1X1 + 2X2 + 3X3 + . Suppose the sample

1. Consider a multiple linear regression model with three predictive variables, Y = 0 + 1X1 + 2X2 + 3X3 + . Suppose the sample is of size n. To test the hypothesis that whether 2 = 0.9 or not, which statistic and distribution should you use to construct a rejection region or p-value? a) The sampling distribution of 2 s2 tn4 b) The sampling distribution of 2 s 2 tn4 c) The sampling distribution of 20.9 s2 tn4 d) The sampling distribution of 20.9 s 2 tn4 e) None of the above

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