In the Regression Model Yi = β0 + β1Xi

question 46

Multiple Choice

In the regression model Yi = β0 + β1Xi + β2Di + β3(Xi × Di) + ui,where X is a continuous variable and D is a binary variable,to test that the two regressions are identical,you must use the

• A)t-statistic separately for β2 = 0,β2 = 0.
• B)F-statistic for the joint hypothesis that β0 = 0,β1 = 0.
• C)t-statistic separately for β3 = 0.
• D)F-statistic for the joint hypothesis that β2 = 0,β3= 0.

---

Definitions:

Univariate

Pertaining to an analysis or representation that involves only one variable to understand its distribution or impact in isolation.

Bivariate

Pertaining to two variables, as in bivariate analysis or bivariate statistics.

Unvariate

A term likely intended as "univariate", which refers to statistical analysis that deals with only one variable at a time.

One-way ANOVA

A statistical test used to compare the means of three or more independent groups on a single measure to determine if there is a statistically significant difference among them.