Consider the multiple linear regression model [ y=beta_{0}+beta_{1} x_{1}+beta_{2} x_{2}+beta_{3} x_{3}+beta_{4} x_{4}+varepsilon ] Using the procedure for

Question:

Consider the multiple linear regression model \[ y=\beta_{0}+\beta_{1} x_{1}+\beta_{2} x_{2}+\beta_{3} x_{3}+\beta_{4} x_{4}+\varepsilon \] Using the procedure for testing a general linear hypothesis, show how to test

a. $H_{0}: \beta_{1}=\beta_{2}=\beta_{3}=\beta_{4}=\beta$

b. $H_{0}: \beta_{1}=\beta_{2}, \beta_{3}=\beta_{4}$

c. $H_{0}: \beta_{1}-2 \beta_{2}=4 \beta_{3}$ 

$\beta_{1}+2 \beta_{2}=0$

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Introduction To Linear Regression Analysis

ISBN: 9781119578727

6th Edition

Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining

Question Posted: