Question: 4. (8 points) Consider the regression model Yi = Bo+ BIXli+ B2Xzi + B3X3i+ B4X4i + si for i=1, ..., n a. (4 points) Provide

4. (8 points) Consider the regression model Yi = Bo+ BIXli+ B2Xzi + B3X3i+ B4X4i + si for i=1, ..., n a. (4 points) Provide the form of the test statistics for Ho: B1 = 0 b. (4 points) Provide the form of the test statistics for Ho: B1 = B2 = B3 = 0 5. (8 points) a) (4 points) show that an equivalent way to perform the test for significance of regression in multiple linear regression is to base the test on R2 as follows: To test Ho: B1 = P2= B3 = ...=Pk=0 versus Hi: at least one B not zero, calculate Fo = R' (n- p) k(1 - R2 ) and to reject Ho if the computed value of Fo exceeds Fa, k, n-p, where p=k+1 b) (4 points) Suppose that a linear regression model with k=2 regressors has been fit to n=25 observations and R2 = 0.90, Test for the significance of regression at a=0.05. Use the results from (a)
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