Question: Problem 1 (25 points) Answer the following questions: a. Consider the multiple regression model y = XA be subject to a set of linear constraints

Problem 1 (25 points) Answer the following questions: a. Consider the multiple regression model y = XA be subject to a set of linear constraints of the form CA = 7, where C is m x (k | 1) matrix. The Gauss-Markov conditions hold and also c ~ N(0, o'I). Is it true that we can test the hypothesis CA = y using a & 1 8SR. full model - SSR reduced model please explain. SSE full model

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