What kind of test should I do to test B1=B2 of regression coefficients of popula

Question

What kind of test should I do to test B1=B2 of regression coefficients of population? Thanks

Consider the regression model Y = infinity + beta_1 x_1 + beta_2 x_2 + epsilon. How can the incremental sum-of-squares approach be used to test the hypothesis that the two population slopes are equal to each other, H_0: beta_1 = beta_2? Under what circumstances would a hypothesis of this form be meaningful? Now, test the hypothesis that the "population" regression coefficients for education and income in Duncan's occupational prestige regression are equal to each other. Is this test sensible?

Explanation / Answer

First check the overall null hypothesis that finds whether entire model is better than just modelling y with its mean.

H0: the model itself contributes nothing useful and all the slope coefficients are zero.

beta1=beta2=0

H1:at least one of the betaj is not zero.

If the null hypothesis is rejected, then one is supposed to test the null hypothesis for each of the coefficients of the following form.

H0:the jth variable contributes nothing useful after allowing for the other predictors in the model:betaj=0.

H1:the jth variable makes an useful contribution to the model:betaj=/=0

Related Questions

Navigate

• Browse (All)
• Browse W
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.