Question: A multiple linear regression model is stated as Yi = 0 + 1Xi1 + 2Xi2 + 3Xi3 + 4Xi4 + i, i=1,,n Discuss how to

A multiple linear regression model is stated as Yi = 0 + 1Xi1 + 2Xi2 + 3Xi3 + 4Xi4 + i, i=1,,n

Discuss how to conduct a partial F-test on the following hypotheses at a significance level of :

H0 : 2 23 =2 v.s. Ha : 2 23 not equal to 2,

Make sure you specify the degrees of freedom used. Hint: you may need to create a new response variable or new predictors for the reduced model.

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