Those are true or false questions Please show the explanatio

(a) Hypothesis tests regarding a slope parameter, for the classical multiple linear regression model, estimated using OLS, based on the Student-t distribution requires that the sampling distribution of the OLS estimator be normally distributed and that the estimator is unbiased. (b) In a repeated sampling context, moving from sampling 100 observations in each sample to 200 observations in each sample, will increase the probability of a Type I error for a t-test.

Solution

(a) true we use the test which requires normality assumption. Further unbiased estimator is a requirement that must be satisfied if results are to be used.

(b) yes type 2 error increases as sample size increases because p value depends on size of the sample and level of significance is fixed