申論題

2. Y=β₀+β₁•X₁+β₂•X₂ +β₃•X₃ +εis a multiple linear regression model with Y being the response variable, β_k the k-th regression coefficient, andX_k the k-th predictor. Please answer the following questions (25 分):

d. When the above multiple linear regression model is fitted to a dataset, what type of test will you use to test whether an estimated coefficient is significant different than zero? Please name the test, the test statistics, and the probability density function associated with test. (5 分)