Question

Suppose that the regression model is $Y_i =\beta_0 + \beta_1 X_{1i} + \beta_2 X_{2i} + \mu_i, i = 1, 2,..., n$. Which of the following null hypotheses could be tested using the F-test?

• A. $\beta_1 /\beta_2 =0$
• B. $\beta_0 =0$
• C. $\beta_1\beta_2 =0$
• D. $\beta_1 =\beta_2 =0$

Answer 1

The Correct Option is B, D

The correct option is (B): $\beta_0 =0$ and (D): $\beta_1 =\beta_2 =0$