Question: 13. Simple multivariate regression. In the model of Section 1 with (62) '; = a; + fJ;tl , (v=I, .. . ,n ; i=I, ..
13. Simple multivariate regression. In the model of Section 1 with (62) '; = a; + fJ;tl , (v=I, .. . ,n ; i=I, .. . ,s), the UMP invariant test of H :fJl = . .. = fJp = 0 is given by (6) and (9), with n Y; = P; , S;; = L [XI'; - /X; - P;tl,J[ X,,; - /X; - Pit,,] v-I A _ I ( -)2 A A - where fJ; = I:X" ;(t,, - t)/ VI: t; - t , a; = X.; - f3;t.
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