the hypothesis test for an OLS parameter vn, and yet you know that the asymptotic Les are Normally distributed? Prove definitive

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Why is the hypothesis test for an OLS parameter estimate a t-test when o is
unknown, and yet you know that the asymptotic distribution of the parameter
estimates are Normally distributed? Prove definitively.
Why is the goodness of fit test of your OLS model an F-test? Prove definitively.
Transcribed Image Text:Why is the hypothesis test for an OLS parameter estimate a t-test when o is unknown, and yet you know that the asymptotic distribution of the parameter estimates are Normally distributed? Prove definitively. Why is the goodness of fit test of your OLS model an F-test? Prove definitively.
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