Question: Take the linear model Y X0 11 X0 22 e with E[Xe] 0 where both X1 and X2 are q 1. Show

Take the linear model Y Æ X0 1¯1 Å X0 2¯2 Åe with E[Xe] Æ 0 where both X1 and X2 are q £1.

Show how to test the hypotheses H0 : ¯1 Æ ¯2 against H1 : ¯1 6Æ ¯2.

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