Consider the following multiple regression model
Y_i = ?₀ + ?₁X₁_i + ?₂X₂_i + ?₃X₃_i + u_i
You want to consider certain hypotheses involving more than one parameter, and you know that the regression error is homoskedastic. You decide to test the joint hypotheses using the homoskedasticity-only F-statistics. For each of the cases below specify a restricted model and indicate how you would compute the F-statistic to test for the validity of the restrictions.
(a)?₁ = -?₂; ?₃= 0
(b)?₁ + ?₂+ ?₃= 1
(c)?₁ = ?₂; ?₃= 0

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The Answer of Consider the following multiple regression model Y_i = ?₀ + ?₁X₁_i + ?₂X₂_i + ?₃X₃_i + u_i You want to consider certain hypotheses involving more than one parameter, and you know that the regression error is homoskedastic. You decide to test the joint hypotheses using the homoskedasticity-only F-statistics. For each of the cases below specify a restricted model and indicate how you would compute the F-statistic to test for the validity of the restrictions. (a)?₁ = -?₂; ?₃= 0 (b)?₁ + ?₂+ ?₃= 1 (c)?₁ = ?₂; ?₃= 0

Consider the Following Multiple Regression Model