Consider the multiple linear regression model, y = 0 + 1x1 + 2x2 + . Define

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Consider the multiple linear regression model, y = β 0 +

β1x1 + β2x2 + ε. Define the restricted and the unrestricted models if the hypotheses are H0.:β1 + β 2 = 1 and HA.:β 1 + β 2 ≠ 1 .

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