1. (Chapter 3, pp. 65-67) Consider the multiple linear regression model y = ßo + ß1x1 + ẞ2x2 + ẞ3x3 + ß4x4 + ɛ. For the general linear hypothesis approach, find the appropriate D and d. (a) Hoẞ1+2ẞ2 = 3 B1 + B2 (b) Ho: = ß3 2 (c) Ho B1 B2, B3 = ß4 = (d) Ho B12ẞ2 = 4ẞ3, ẞ1 + 2ẞ2 = 0 : - (e) Ho : = B1 B2 = ß3 = ẞ4

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Testing the General Linear Hypothesis (cont'd)
Let the full model be y = ẞ0 + ẞ1×1 + ẞ2x2 + ẞ3x3 + ε.
Construct the matrix D and the vector d.
Hoẞ1 = 0
► Hoẞ1 = ẞ3 = 0
DB = (0100)/
(༠ ༩༠༠)(
DP = (010-1
DA² Coo
000
= 0
DEAO
=
(i)
Testing the General Linear Hypothesis (cont'd)
Let the full model be y = ẞ0 + ẞ1×1 + ẞ2×2 + B3x3 + ε.
Construct the matrix D and the vector d.
► Hoẞ1 = 0 and ẞ3
= −1
D
Hoẞ1+2ẞ2 = 3
0100
·0001
6012
ام
=
Ο
=
d
()
822
(-1)
3
8=1
99
66
67
Transcribed Image Text:Testing the General Linear Hypothesis (cont'd) Let the full model be y = ẞ0 + ẞ1×1 + ẞ2x2 + ẞ3x3 + ε. Construct the matrix D and the vector d. Hoẞ1 = 0 ► Hoẞ1 = ẞ3 = 0 DB = (0100)/ (༠ ༩༠༠)( DP = (010-1 DA² Coo 000 = 0 DEAO = (i) Testing the General Linear Hypothesis (cont'd) Let the full model be y = ẞ0 + ẞ1×1 + ẞ2×2 + B3x3 + ε. Construct the matrix D and the vector d. ► Hoẞ1 = 0 and ẞ3 = −1 D Hoẞ1+2ẞ2 = 3 0100 ·0001 6012 ام = Ο = d () 822 (-1) 3 8=1 99 66 67
1. (Chapter 3, pp. 65-67) Consider the multiple linear regression model
y = ßo + ß1x1 + ẞ2x2 + ẞ3x3 + ß4×4 + ɛ.
For the general linear hypothesis approach, find the appropriate D and d.
(a) Hoẞ1+2ẞ₂ = 3
B1 + B2
(b) Ho:
= ẞ3
2
(c) Ho B1 B2, B3 = ẞ4
=
(d) Hoẞ12ẞ2 = 4ẞ3, ẞ1 +2ẞ2 = 0
(e) Hoẞ₁ = B₂ = ß3 = ß4
Transcribed Image Text:1. (Chapter 3, pp. 65-67) Consider the multiple linear regression model y = ßo + ß1x1 + ẞ2x2 + ẞ3x3 + ß4×4 + ɛ. For the general linear hypothesis approach, find the appropriate D and d. (a) Hoẞ1+2ẞ₂ = 3 B1 + B2 (b) Ho: = ẞ3 2 (c) Ho B1 B2, B3 = ẞ4 = (d) Hoẞ12ẞ2 = 4ẞ3, ẞ1 +2ẞ2 = 0 (e) Hoẞ₁ = B₂ = ß3 = ß4
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