Question: Question below: Consider the simple regression model y,- 2 g + 513:1; + 6%. The GaussMarkov conditions hold and in addition 6g N N (0,

Question below:

Consider the simple regression model y,- 2 g + 513:1; + 6%. The GaussMarkov conditions hold and in addition 6g N N (0, or). a. Show that when we test Hg : ,81 = 0 against Ha : ,81 # O we can express F = $011 2), where R2 = %. b. Suppose we are testing the hypothesis H0 : 31 2 0 against H a, : 81 7E U. The F statistics can be expressed 5 \"'2 n _ 2 8.5 F : .81 izlimiIJ Q ~ I'(a,,6) then EQ'\" = w Find the expected value of F under Ho. Note: 31, s: are independent. Also, if

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