Suppose that you run a regression of Y, on X, with 110 observations and obtain an estimate for the slope Your estimate for the standard error of ₁ is 1. You are considering two different hypothesis tests: The first is a one-sided test: Ho: B=0, Ha: >0, a= .05 The second is a two-sided test: Ho: B₁=0,Ha: B₁ 0,a= .05 (a) What values of ß, would lead you to reject the null hypothesis in the one-sided test? (b) What values of , would lead you to reject the null hypothesis in the one-sided test? (c) What values of ß, two-sided test? (d) What values of 3 one-sided test? would lead you to reject the mull hypothesis in the one-sided test, but not the would lead you to reject the null hypothesis in the two-sided test, but not the

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Suppose that you run a regression of Y, on X, with 110 observations and obtain an estimate for the slope.
Your estimate for the standard error of ₁ is 1. You are considering two different hypothesis tests:
The first is a one-sided test: Ho: B1-0, Ha: 31>0, a = .05
The second is a two-sided test: Ho: 31-0, Ha: B1 0,a = .05
(a) What values of , would lead you to reject the null hypothesis in the one-sided test?
(b) What values of , would lead you to reject the null hypothesis in the one-sided test?
(c) What values of would lead you to reject the mill hypothesis in the one-sided test, but not the
two-sided test?
(d) What values of 3 would lead you to reject the null hypothesis in the two-sided test, but not the
one-sided test?
Transcribed Image Text:Suppose that you run a regression of Y, on X, with 110 observations and obtain an estimate for the slope. Your estimate for the standard error of ₁ is 1. You are considering two different hypothesis tests: The first is a one-sided test: Ho: B1-0, Ha: 31>0, a = .05 The second is a two-sided test: Ho: 31-0, Ha: B1 0,a = .05 (a) What values of , would lead you to reject the null hypothesis in the one-sided test? (b) What values of , would lead you to reject the null hypothesis in the one-sided test? (c) What values of would lead you to reject the mill hypothesis in the one-sided test, but not the two-sided test? (d) What values of 3 would lead you to reject the null hypothesis in the two-sided test, but not the one-sided test?
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