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1. (4') A multiple regression of y on a constant, 1 and $2 produces the following results: y = 4 + 0.4x1 + 0.912, R2
1. (4') A multiple regression of y on a constant, 1 and $2 produces the following results: y = 4 + 0.4x1 + 0.912, R2 = 8/60, E'E = 520, n = 29, X'X = O 50 10 0 10 80 Given the information, test the hypothesis that the two slopes sum to 1. (Hint: when calculating (X'X), recognize that X'X can be partitioned into a diagonal matrix. )
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