Consider the following regression model: Y; = Bo + B1X1i + B2X2¡ + B3X3¡ + B4X4¡ + Ui We want to test the following null hypothesis: Họ: ß3+ß4 = 0 vs. H1: B3+ß4 # 0 The initial regression, so that the null hypothesis can be tested using the t-statistic m (testing a restriction on a single regression coefficient), can be rewritten using the fo form:
Consider the following regression model: Y; = Bo + B1X1i + B2X2¡ + B3X3¡ + B4X4¡ + Ui We want to test the following null hypothesis: Họ: ß3+ß4 = 0 vs. H1: B3+ß4 # 0 The initial regression, so that the null hypothesis can be tested using the t-statistic m (testing a restriction on a single regression coefficient), can be rewritten using the fo form:
MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Question

Transcribed Image Text:10.
Consider the following regression model:
Y; = Bo + B1X1i + B2X2i + B3X3¡ + B4X4¡ + Ui
We want to test the following null hypothesis:
Họ: ß3+B4 = 0
vs. H1: B3+B4 # 0
%3D
The initial regression, so that the null hypothesis can be tested using the t-statistic method
(testing a restriction on a single regression coefficient), can be rewritten using the following
form:
Y; = Bo + B1X11 + B2X2¡ + Y1X3¡ + B4W; + u;
where W; can be calculated from the data.
Here, yı.
-Вз + Ba. Here, W,
X3i + X4i.
A)
+, =
=, =
=, +
Expert Solution

Step 1
From the given information,
The regression model is,
And
vs
The regression equation is rewritten as
........(1)
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