Verify that the King and Wu (1997) test for the unbalanced two-way error component model is given
Question:
Verify that the King and Wu (1997) test for the unbalanced two-way error component model is given by (9.49).
\[\begin{equation*}
K W=\frac{\sqrt{M_{11}-n}}{\sqrt{M_{11}+M_{22}-2 n}} L M_{1}+\frac{\sqrt{M_{22}-n}}{\sqrt{M_{11}+M_{22}-2 n}} L M_{2} \tag{9.49}
\end{equation*}\]
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