Question: (F Test) Show that W for $H_0: Rbeta = r$ in the normal linear regression model when the variance $sigma^2$ is unknown is where F

(F Test) Show that W for $H_0: R\beta = r$ in the normal linear regression model when the variance $\sigma^2$

is unknown is

W=(K-M) NR= (RB-r[R(XX) RT(RBT) r)

where F is the F statistic in (11.1).

W=(K-M) NR= (RB-r[R(XX) RT(RBT) r)

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