Restrictions imposed on coefficients

Value of λ

Critical χ 0.95 2 -value

Decision on H0

δ 2 = δ 3 = 0

71.87

5.99

Rejected

δ 1 = δ 3 = 0

62.18

5.99

Rejected

δ 1 = δ 2 = 0

36.83

5.99

Rejected

γ = δ 0 = δ 1 = δ 2 = δ 3 = 0

87.14

11.07

Rejected

β 11 = β 22 = β 12 = 0

17.85

7.81

Rejected