regression
Yi = Bo + B₁æi + B₂zi + Ei.
Represent this hypothesis in the standard form RB = r, where 3 = (30, 31, 32)'. Suppose that
you know that RB-r is distributed as N (0, 1₂) under the null, and that the value of RB - r
is (2,-1)', where is the OLS estimator of 3. Test Ho.
Fig: 1