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In a multiple linear regression analysis, (Vu X1i , *2i), i = 1,..., n, are statistically independent and satisfy the model (M1) given by: y

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In a multiple linear regression analysis, (Vu X1i , *2i), i = 1,..., n, are statistically independent and satisfy the model (M1) given by: y = Bot Bix1+ Bzx2+ E, where the response variable y is continuous, the regressor vector X = (X1, X2)' has mean vector (/x1, /x2)' and positive definite variance-covariance matrix Ex , the random errors Er conditional on X, are statistically independent and normally distributed with mean zero and variance o which does not depend on X .Consider the case that the value of oz is known; that is, it is given. 1) Construct a statistical test for testing Ho: B, = 82 = 0, using the known o, and the a-level rejection region of the test. [5 points] 2) Construct a statistical test for testing Ho: B1 = 82, using the known oz, and the a- level rejection region of the test. [5 points] 3) Are there any differences in testing between a1) and a2) above? why or why not? [5 points]

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