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`1123123124141421241 Question 8 (1 point) We are interested in the model Yi = Bo + BIXi + B2 Zi + B3Xi X Zi + Wi.

`1123123124141421241

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Question 8 (1 point) We are interested in the model Yi = Bo + BIXi + B2 Zi + B3Xi X Zi + Wi. We run an OLS regression. Based on the OLS estimation results, we construct the following three t-test statistics: t1 = B1 t2 B 2 t3 SE(B1) SE(B2) SE(B3) We conduct a F-test for hypothesis testing of Ho : B1 = 0, B3 = 0 against H1 : B1 # 0 or 83 * 0, and denote the value of F-statistic as F1. Which of the following statements are correct? (1) if F1 > 3.00, then either |t1 | > 1.96 or |t3 | > 1.96 (2) If F1 > 3.00, then both |t1 | > 1.96 and |t3 | > 1.96 O (1) ( 2) O (2) Neither O ( 1)

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