Consider the hypotheses for the general linear model, which are of the form [H_{0}: mathbf{T} beta=mathbf{c}, quad

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Consider the hypotheses for the general linear model, which are of the form

\[H_{0}: \mathbf{T} \beta=\mathbf{c}, \quad H_{1}: \mathbf{T} \beta eq \mathbf{c}\]

where $\mathbf{T}$ is a $q \times p$ matrix of rank $q$. Derive the appropriate $F$ statistic under both the null and alternative hypothesis.

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Introduction To Linear Regression Analysis

ISBN: 9781119578727

6th Edition

Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining

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