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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Related Book For
Introduction To Linear Regression Analysis
ISBN: 9781119578727
6th Edition
Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining
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