Given a dataset {Y;, X11, Xizdi=1,2,... Let the SLR OLS estimators and fitted value be i = Bo + B1Xi1, and the MLR OLS estimators and fitted value be i = Bo + B1X11 + B2Xiz. (20 marks) (a) Show that SSR, - SSRur = (B2)? Ei fi, where SSR, and SSRur are the SSR for the SLR and MLR, respectively, and fiz is the OLS residual from the regression of Xiz on Xit with an intercept. (20 marks) (b) For the test Ho: B2 = 0 vs. H: B2 = 0, show that the F-statistic is the square of the t-statistic. Argue that the t-test and the F-test are equivalent for a single-restriction hypothesis