Timeline for Testing the general linear hypothesis: $H_0: \beta_1 = \beta_2 = \beta_3 = \beta_4 = \beta$
Current License: CC BY-SA 4.0
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| Oct 28, 2018 at 19:32 | comment | added | user158565 | That 3 conditions is enough to establish that 4 $\beta$s are the same. No, we do not have the condition that they should be 0. For last question, $\beta_1 = \beta_2$ can be written as $\beta_1 - \beta_2 =0$ and it is the first row in the $T$, (0 1 -1 0 0). The null hypothesis is $H_o: T\beta = 0$. | |
| Oct 28, 2018 at 19:26 | comment | added | Nicklovn | I thought about doing it this way initially as well but the produced matrix is only $3\times1$ but I thought I needed at least a $4\times1$ matrix. Aren't we supposed to see that each coefficient is 0? Or is it sufficient to show that 3 binary operations equal a $3\times1$ matrix of zeroes? | |
| Oct 28, 2018 at 19:20 | history | answered | user158565 | CC BY-SA 4.0 |