(Multiple regression) Can we develop an F-test for testing this hypothesis?

RM : H0 : Y = e

FM : H1 : Y=B0 + B1X1 + .... + BpXp + e

(e : error term, r.v)

As I learned, when we want to find the fitted regression equation, we should not neglect intercept part.

It should not be considered zero, and in general case, RM of H0 doesn't touch B0 part.

Anyway this problem is far from general multiple regression analysis case, so I want to know how to solve this problem.

Please give me some help, or a little hint quickly, anybody!

I attached the original problem!

RM : H0 : Y = e

FM : H1 : Y=B0 + B1X1 + .... + BpXp + e

(e : error term, r.v)

As I learned, when we want to find the fitted regression equation, we should not neglect intercept part.

It should not be considered zero, and in general case, RM of H0 doesn't touch B0 part.

Anyway this problem is far from general multiple regression analysis case, so I want to know how to solve this problem.

Please give me some help, or a little hint quickly, anybody!

I attached the original problem!

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