Question: A multiple regression of y on a constant x1 and x2 produces the following results: y = 4 + 0.4x1 + 0.9x2. R2 = 8/60,

A multiple regression of y on a constant x1 and x2 produces the following results: y = 4 + 0.4x1 + 0.9x2. R2 = 8/60, e' e = 520, n = 29,

[29 0 X'X =|0 0 50 10 10 80

Test the hypothesis that the two slopes sum to 1.


[29 0 X'X =|0 0 50 10 10 80

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