Linear model theory and hypothesis testing

Canonical form for H

Please solve the problem.

Thank you so much.

Suppose that we have n observations on w1, W2, . .., Wp-1 and U, giving the model Vi = Yo (1 ) + 71 (1) Yp-1Wi,p-1 + ni (i = 1, 2, ..., n1). We are now given no (> p) additional observations which can be ex- pressed in the same way, namely, Ui = Yo" ( 2 ) + y ' Wil + .. . to(? ) Yp-1Wi,p-1 + ni (i = n + 1, n2 + 2, . .., n1 + 12). Derive an F-statistic for testing the hypothesis / that the additional observations come from the same model