Consider testing the null hypothesis h0 b3 0 in a multiple, Ask an Expert

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Consider testing the null hypothesis H0: b3 = 0 in a multiple regression with k = 5 explanatory variables.

(a) How could you do this with a partial F-statistic?

(b) Because you can also test H0 with the usual t- statistic, what must the connection be between a t-statistic and partial F-statistic for testing one slope?

(c) Pick a multiple regression. Compare the t-statistic for a coefficient with the partial F-statistic for removing that one variable. How are they related?

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