Question: For linear regression model Yi = 1 X i + i , i = 1, ..., n Assume that the error term are IID N(0,

For linear regression model Yi = 1Xi + i, i = 1, ..., n

  1. Assume that the error term are IID N(0,2) with 2 unknown. Find the Standard Error for the estimator of 1
  2. Design a procedure to test

H0 : 1 = 0, H1 : 1 doesn't equal to 0

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