Question: Consider the model Yi = (JIXil + (J2Xi2 + ei, eiS i.i.d. N(O, ( 2 ). Use the data given below to answer (a) through

Consider the model Yi = (JIXil + (J2Xi2 + ei, eiS i.i.d. N(O, ( 2 ). Use the data given below to answer

(a) through (d). Show your work, i.e., do not use a regression or general linear models computer program.

(a) Estimate (31, (32, and 172.

(b) Give 95% confidence intervals for (31 and (31 + (32·

(c) Perform an a = .01 two-sided test for Ho : (32 = 3.

(d) Find an appropriate P value for the two-sided test of Ho : (31 - (32 = o.
obs. 1 2 3 4 5 6 7 8 Y 82 79 74 83 80 81 84 81 Xl 10 9 9 11 11 10 10 12 X2 15 14 13 15 14 14 16 13

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