阿摩線上測驗
題組內容
4. (Total 40%) Consider a multiple linear regression model as
whereβo is the intercept, βjis the slope parameter associated withXj (j = 1,2, ..., k).
Given n observationson Y, 
) : i = 1.2.... ,n}.Let
=0,1,... . , k, be the ordinary least squares (OLS) estimates for the parameters
of this model,
denote the residual associated with the i-th observation, and tjde-
note the t-ratio for Bj j = 0,1
