Question: Problem 3 For a multiple linear regression model with 4 variables, where ~ Y = Bo+B1X1 + B2X2 + 3X3 + B4X4 + ,

 

 

Problem 3 For a multiple linear regression model with 4 variables, where

Problem 3 For a multiple linear regression model with 4 variables, where ~ Y = Bo+B1X1 + B2X2 + 3X3 + B4X4 + , N(0,2), what is the test statistic for each of the following tests? and what is the probability distribution for each test statistic? Assume there are n data points. 1) testing whether or not 4 = 0 2) testing whether or not B2 B3 = 0 3) testing if all slopes are zero

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