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.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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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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