Question: 5. (Direct proof that the change in SSR divided by o is asymptotically x) In Section 2.6, we proved that (SSRR - SSRU) / s

5. (Direct proof that the change in SSR divided by o is asymptotically x) In Section 2.6, we proved that

(SSRR - SSRU) / s x (#r)

as a corollary to Proposition 2.3.Give a direct proof, first by showing that

SSRR - SSRU = (ng) 'S R' (RS R ') - RS (ng),

n Xi.Ei.n i = 1

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