Question: 2. Consider the linear regression models Full Model : Y = X+e; Y = e, Null Model: where XRxp is of full column rank.

2. Consider the linear regression models Full Model : Y = X+e; Y = e, Null Model: where XRxp is of full column rank. Assume that condition (N) holds. Let A = RPP be the identity matrix. Prove that (RSS null RSS full)/(dfnu - RSS full/df full - df full) (A)T{A(XTX)A}/p 82 where and are least squares estimators derived from the full model.

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