In the Regression Model Y_i = β₀ + β₁X_i

Multiple Choice

In the regression model Y_i = β₀ + β₁X_i + β₂D_i + β₃(X_i × D_i) + u_i, 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.