A researcher runs a multiple regression LaTeX: Y=\beta_0+\beta_{1} X_{1}+\beta_{2} X_{2}+uY = 0 + 1 X 1 + 2 X 2 + u. When testing a joint hypothesis with the null hypothesis H0: LaTeX: \beta_1=0 1 = 0 and LaTeX: \beta_2=0 2 = 0 and the alternative hypothesis H1: LaTeX: \beta_1 eq0 1 0 or LaTeX: \beta_{2} eq0 2 0 or ( LaTeX: \beta_{1} eq0 1 0 & LaTeX: \beta_{2} eq0 2 0), you should

Group of answer choices

Reject the null hypothesis if the F-statistic is less than the critical value at the 5-percent significance level.

Reject the null hypothesis if LaTeX: \left|t_{1} ight|>1.96 | t 1 | > 1.96 | t 1 | > 1.96or LaTeX: |t_{2}|>1.96 | t 2 | > 1.96 | t 2 | > 1.96at the 5-percent significance level, where LaTeX: t_{1} t 1 t 1is the t-statistic of testing LaTeX: \beta_1=0 1 = 0 1 = 0and LaTeX: t_2 t 2 t 2is the t-statistic oftesting LaTeX: \beta_2=0 2 = 0 2 = 0 .

Reject the null hypothesis if the F-statistic is greater than the critical value at the 5-percent significance level.

Reject the null hypothesis if LaTeX: \left|t_{1} ight|>1.96 | t 1 | > 1.96 | t 1 | > 1.96and LaTeX: |t_{2}|>1.96 | t 2 | > 1.96 | t 2 | > 1.96at the 5-percent significance level, where LaTeX: t_{1} t 1 t 1is the t-statistic of testing LaTeX: \beta_1=0 1 = 0 1 = 0and LaTeX: t_2 t 2 t 2is the t-statistic oftesting LaTeX: \beta_2=0 2 = 0 2 = 0 .

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