Question: Q4 Consider a two-phase linear regression model: YN = THBK + Exi, k = 1,2, 1 = 1,. .., n. $1i 0. (a) Derive the

Q4 Consider a two-phase linear regression model: YN = THBK +

Q4 Consider a two-phase linear regression model: YN = THBK + Exi, k = 1,2, 1 = 1,. .., n. $1i 0. (a) Derive the MLE (81, 82) for (81, 82) and provide the joint distribution of (31, 32). (b) Provide a level a test for Ho : 81 82

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