Statistics student needs help with linear regression

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1 total messages Started by Mr. Proper Sat, 07 Sep 2002 23:24

Author: Mr. Proper
Date: Sat, 07 Sep 2002 23:24

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I have a two linear regression questions:

1. I need to construct a confidence interval for 
    theta = beta_2 + beta_3 In multiple regression with 7 
    variables. I can get an estimate for theta (by just
    adding beta_2 estimate to beta_3 estimate), but what 
    about confidence interval ? I understand that it has something
    to do with the "linear hypothesis" F test ... or not ?
    

2.  In another regression model (with categorical variables represented by 
    a number of dummy variables) I have to construct an F-test for the 
    hypothesis H_0 : categorical variable does not matter. I know
    how to do this. But I'm also asked to show that this is actually 
    a generalized likelihood ratio test - and I don't have a slightest idea how
    to do this...

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