In the regression model Y, =a, +aX, +a,D, +a,(X, *D,)+ X is a continuous variable and D is dummy variable. To test that the two regressions are identical, you must use the a. t-statistics separately for az=0, az=0, b. t-statistics separately for az=0 C. F-statistics for the joint hypothesis that ao=0, a;=0 d. F-statistics for the joint hypothesis that az=0, a=0

Managerial Economics: Applications, Strategies and Tactics (MindTap Course List)
14th Edition
ISBN:9781305506381
Author:James R. McGuigan, R. Charles Moyer, Frederick H.deB. Harris
Publisher:James R. McGuigan, R. Charles Moyer, Frederick H.deB. Harris
Chapter4: Estimating Demand
Section: Chapter Questions
Problem 4E
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In the regression model
Y, = a, +a,X, +a,D, +a,(X, * D,)+u,
X is a continuous variable and Dis dummy variable.
To test that the two regressions are identical, you must use the
a. t-statistics separately for az=0, az=0,
b. t-statistics separately for az=0
c. F-statistics for the joint hypothesis that ao=0, a;=0
d. F-statistics for the joint hypothesis that az=0, Oz=0
Transcribed Image Text:In the regression model Y, = a, +a,X, +a,D, +a,(X, * D,)+u, X is a continuous variable and Dis dummy variable. To test that the two regressions are identical, you must use the a. t-statistics separately for az=0, az=0, b. t-statistics separately for az=0 c. F-statistics for the joint hypothesis that ao=0, a;=0 d. F-statistics for the joint hypothesis that az=0, Oz=0
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