Question: a. Consider the simple regression model y. = Air, +6,i = 1,..., n. The Gauss-Markov conditions hold and also 6: N(0. ). Test the

a. Consider the simple regression model y. = Air, +6,i = 1,..., n. The Gauss-Markov conditions hold and also 6: " N(0. ). Test the hypothesis Ho : 81 = 3 against the alternative He : 81 0.4 using the f statistic. b. Refer to question (a). Test the hypothesis Ho : 81 = 0.4 against the alternative Ha : 81 # 3 using the F statistic. c. Refer to question (a). Test the hypothesis Ho : 8, = 0.4 against the alternative He : 8, # 3 using the likelihood ratio test. Show that it is equivalent to the F statistic. d. Refer to question (a). Test the hypothesis Ho : 81 = 0.4 against the alternative Ha : 8 # 3 using the extra sum of squares method (full and reduced models)

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