Consider the multiple regression model with three independent variables, under the classical linear model assumptions MLR.1 through MLR.6: y=B + Bx + Bx + B x + U You would like to test the null hypothesis H: B-3B = 1. (i) Let B, B, B and B, denotes the OLS estimators. Find Var (B-3 |X) in terms of the variance and covariance of ; What is the standard error of , -3B? (ii) Write the t statistic for testing Ho: B-3p = 1 (iii) Define =B-3 and = 3-3; Write a regression equation involving B, 0, B and B, that allows you to directly obtain and its standard error.