Question

True or False? Show Proof. - Based on the normality assumption of ? ?? ? =...

True or False? Show Proof.

- Based on the normality assumption of ? ?? ? = ? ∗ ? + ? , ? has a Chi-Square distribution.

-If the assumptions in Classical Normal Linear Regression Model are true, for a model such as ? = ? + ? ? + ? , we use chi-square test to test hypothesis related to the parameters (?1, ?2), and t test to test hypothesis related to the variance of error (?2).

- For a model such as ? = ? + ? ? + ? , because the mean and individual predictions are all ? = ? + ? ? , the mean and individual predictions are the same.

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