Your textbook has emphasized that testing two hypothesis sequentially is not the same as testing them simultaneously. Consider the following confidence set below, where you are testing the hypothesis that H₀ : β₅ = 0, β₆= 0. Your statistical package has also generated a dotted area, which corresponds to drawing two confidence intervals for the respective coefficients. For each case where the ellipse does not coincide in area with the corresponding rectangle, indicate what your decision would be if you relied on the two confidence intervals vs. the ellipse generated by the F-statistic.

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The Answer of Your textbook has emphasized that testing two hypothesis sequentially is not the same as testing them simultaneously. Consider the following confidence set below, where you are testing the hypothesis that H₀ : β₅ = 0, β₆= 0. Your statistical package has also generated a dotted area, which corresponds to drawing two confidence intervals for the respective coefficients. For each case where the ellipse does not coincide in area with the corresponding rectangle, indicate what your decision would be if you relied on the two confidence intervals vs. the ellipse generated by the F-statistic.

Your Textbook Has Emphasized That Testing Two Hypothesis Sequentially Is