Hypothesis Testing Linear Combination Regression Parameters Matrix Form

In this video I cover hypothesis testing of a linear combination of regression parameters in the Matrix Formulation of the Linear Regression Model. I talk about the derivation of the mean and variance of the linear combination of parameters and how we can arrive at a new test statistic that will still follow the t-distribution. #MLR #Regression #Hypothesis 0:00 Revision 0:35 Introduction 04:40 Mean and Variance of the Linear Combination 06:44 Hypothesis Testing 09:15 Example problem