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Math Help - combining confidence intervals

  1. #1
    Junior Member
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    combining confidence intervals

    Suppose I have the regression

    Y=X_1 \beta_1 + X_2 \beta_2 +X_3 \beta_3 + X_4 \beta_4+U

    Where each X is an n-vector and each beta is a scalar. Unde the usual assumptions for OLS, Step by step, how can I construct a 95% CI for  \beta_1+\beta_3
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  2. #2
    MHF Contributor matheagle's Avatar
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    You can use Bonferroni, but that's lame.

    It's better to use the (1,0,1,0)X=X_1+X_3 as your random variable.
    It's normally distributed so compute it's variance and use a t-percentile.
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