Good evening,

I have a problem i can't solve. The data is:

n=25

Y_i= Beta1 + Beta2 * x_i + Beta3 * z_i + epsilon_i

B_hat = (2.341 1.616 0.014)

SSR= 233.726

SST= 5843.15

sqrt(X*Xt)^(-1)_(3,3)= 0.00107 (square root of the bottom right coefficient of the (X*Xt)^(-1) matrix).

The questions i'm on are:

1) Give an unbiased estimator of sigma^2

2) Do the simultaneous nullity teston all betas except beta_1 with alpha = 1% (test H0: Beta_2 = Beta_3 = 0)

For the estimator i guess it's:

Σ((y_i- y_hat)^2)/(n-1) = SST / (n-1)

But for the simultaneous nullity test, i don't understand how to do it and have no clue in my courses.

Sorry for my english and if it is unclear,

Thanks for your help

I have a problem i can't solve. The data is:

n=25

Y_i= Beta1 + Beta2 * x_i + Beta3 * z_i + epsilon_i

B_hat = (2.341 1.616 0.014)

SSR= 233.726

SST= 5843.15

sqrt(X*Xt)^(-1)_(3,3)= 0.00107 (square root of the bottom right coefficient of the (X*Xt)^(-1) matrix).

The questions i'm on are:

1) Give an unbiased estimator of sigma^2

2) Do the simultaneous nullity teston all betas except beta_1 with alpha = 1% (test H0: Beta_2 = Beta_3 = 0)

For the estimator i guess it's:

Σ((y_i- y_hat)^2)/(n-1) = SST / (n-1)

But for the simultaneous nullity test, i don't understand how to do it and have no clue in my courses.

Sorry for my english and if it is unclear,

Thanks for your help

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