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e. Consider the multiple regression model y X 3+E. with E(e)-0 and var (e) ơ21 Assume that ε ~ N(0 σ21), when we test the hyp

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For testing Ho : β,-0 vs. Ha . 3# 0 we use MSE where MSE = Mean sum of square due to error We know, i, and xxX)are independen

1 du exp (一 n-k-1-1 n-k-1 r (a-1) Then E

r (-1) Var(t) E(t2) - E2(t) 「げー!) E(B)E MSE Sii

The test statistic for general linear hypothesis Ho . cß SS due to under Ho-SSHo- C where t = Rank (C(XX)-1 C) SSHo Test sta

E(F) = E(SSH) (n -k-1) (n-k-3)σ2

n- k-1 (n -k - 3) (n -k - 3)to2 Var(F) E

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e. Consider the multiple regression model y X 3+E. with E(e)-0 and var (e) ơ21 Assume that ε ~ N(0 σ21), when we test the hypothesis Ho : βί-0 against Ha : βί 0 we use the t statistic with n-k-1 degr...
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