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Suppose that you run a regression of Yi on Xi with 102 observations and obtain an estimate for the slope (i.e., 2). Your estimate for

Suppose that you run a regression of Yi on Xi with 102 observations and obtain an estimate for the slope (i.e., 2). Your estimate for the standard error of 2 is 1. You are considering two different hypothesis tests. The first is a one-sided test: H:0 2 = 0, H:a 2 > 0, = 0.05. The second is a two-sided test: H:0 2 = 0, H:a 2 6= 0, = 0.05. (a) What values of 2 would lead you to reject the null hypothesis in the one-sided test? (b) What values of 2 would lead you to reject the null hypothesis in the two-sided test? (c) What values of 2 would lead you to reject the null hypothesis in the one-sided test, but not the two-sided test? (d) What values of 2 would lead you to reject the null hypothesis in the two-sided test, but not the one-sided test?

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