3 3. Suppose you estimate a regression model with two regressorsY; = X1iB1 + X2;ß2 + €¡You obtain the parameter estimates:Bi = 4.0, B2= 5.0.4 0and the estimated var-cov matrix for the vector B is E;0 6(a) Test the hypothesis that B1 = 5.0 (provide the test statistic and state its distribution).4(b) Test the hypothesis that B1 = B2 (provide the test statistic and state its distribution(including any degrees of freedom)).

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Description: 3 3. Suppose you estimate a regression model with two regressorsY; = X1iB1 + X2;ß2 + €¡You obtain the parameter estimates:Bi = 4.0, B2= 5.0.4 0and the estimated var-cov matrix for the vector B is E;0 6(a) Test the hypothesis that B1 = 5.0 (provide th

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3. Suppose you estimate a regression model with two regressors Y; = X1:B1 + X2;B2 + €; You obtain the parameter estimates: Bi = 4.0, B2 = 5.0. %3D

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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