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If We Run the Regression Y = β0 + β1X1

Question 101

Multiple Choice

If we run the regression Y = β0 + β1X1 + β2X2 + β3X3 + β4X4 + ε using a sample of 30 observations,what is the alternative hypothesis for the F-test of overall significance?


A) H1 : at least one βj 0
B) H1 : β1 = β2 = β3x3 = β4 = 0
C) H1 : β0 = β1 = β2 = β3x3 = β4 = 0
D) H1 : β1 ≠ β2 ≠ β3x3 ≠ β4 ≠ 0

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