Consider the multiple regression model with three independent variables, under the classical linear model assumptions: y = 0 + 1x1 + 2x2 + 3x3 + u You would like to test the null hypothesis: H0 : 1 32 = 1 a. Let 1 and 2 denote the OLS estimators of 1 and 2. Find V ar( 1 3 2) in terms of the variances of 1 and 2, and the covariance between them. What is the standard error of 1 3 2? b. Write the t statistic for testing: H0 : 1 32 = 1 c. Define u1 = 1 32 and u1 = 1 3 2. Write a regression equation involving 0, u1, 2, and 3 that allows you to directly obtain u1 and its standard error