Question: H3. Consider the multiple regression model 3' = K3 + E subject to a set of linear constraints of the form 05 = 1r. where

H3.

Consider the multiple regression model 3' = K3 + E subject to a set of linear constraints of the form 05 = 1r. where C is m x (k+ 1} matrix. The |Gauss-l'-.Iisrl{o'v.r conditions hold and also E ~ NW, 0'21]. Find the distribution of El, and use it to nd a quadratic form that follows a 3:2 distribution. Please show all the details. What are the degrees of freedom

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