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
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. $H_{0}: \beta_{1}-2 \beta_{2}=4 \beta_{3}$
$\beta_{1}+2 \beta_{2}=0$
Step by Step Solution
3.46 Rating (153 Votes )
There are 3 Steps involved in it
a To test H0 beta1beta2beta3beta4beta we set up the linear hypothesis as H0 Xbeta c Where X ... View full answer
Get step-by-step solutions from verified subject matter experts
