Consider the no intercept model Y Bx E with the Es NID (0, 2) The estimate of 2 is s2 (yi Bxi) 2 (n 1) and v(B) 2 1x2 i (a) Devise a test statistic for H0 B 0 versus H1 B 61625 0 (b) Apply the test in (a) to the model from Exercise 11 17 ...

a has a t distribution with n1 degre ...

Consider the no-intercept model Y = Bx + E with the Es NID (0, 2). The estimate

Question:

Consider the no-intercept model Y = Bx + E with the E’s NID (0, σ2). The estimate of σ2 is s2 Σ = (yi – Bxi) 2 / (n – 1) and v(B) = σ2 / Σ= 1x2/i
(a) Devise a test statistic for H0: B = 0 versus H1: B  0.
(b) Apply the test in (a) to the model from Exercise 11-17.