Question: IUonsider the multiple regression model 3r = X3 + E subject to a set of linear constraints of the form {3,3 = 1r. 1where G

IUonsider the multiple regression model 3r = X3 + E subject to a set of linear constraints of the form {3,3 = 1r. 1where G is m x (k+ 1} matrix. The Gauss-Markov conditions hold and also E H N{, 0'21). Find the distribution of f]: 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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