Consider a multiple linear regression model within= 54 observations and k= 3 explanatory variables, Fix significance level= 5%.

(a)DeterminethecriticalvaluesofFandt,fortheF-andt-tests, respectively.

(b) Forb0= 3,b1=b2=b3= 2 andSb0=Sb1=Sb2=Sb3= 1, find the corresponding four 95% confidence intervals.Which of them contain 0?

(c1) Formulate four null-hypothesesHbj0, j= 0,1,2,3 for four t-tests:for the intercept and each slope.Which of these hypotheses can be rejected with confidence 95%?

(c2) Formulate the null-hypothesis for the F-test.Whether it can be rejected with confidence 95%?

(d) The values tstat (b0),tstat(b1),tstat(b2),tstat(b3), and Fstat are not known.

And yet, what can you say about each of the following 5 inequalities:Fstat> Fcrit and|tstat(bj)|> tcrit for j= 0,1,2,3 ?Which of them hold and which fail?

[Total:110 + 40 + 30 + 35 = 215 points.]