In a multiple linear regression analysis, (Vu X1i , *2i), i = 1,..., n, are statistically independent and satisfy the model (M1) given by: y = Bot Bix1+ Bzx2+ E, where the response variable y is continuous, the regressor vector X = (X1, X2)' has mean vector (/x1, /x2)' and positive definite variance-covariance matrix Ex , the random errors Er conditional on X, are statistically independent and normally distributed with mean zero and variance o which does not depend on X .In the multiple regression model M1 given in Problem 1, it is suspected that the regressors may have an interaction to affect the response variable. Construct a statistical test to address the question of whether the potential interaction deserves attention. [10 points]