Exercise 9 4 Derive the test for model (9 0 1) versus the reduced model Y X Z00 e, where C(Z0) C(Z) Describe how the procedure would work for testing H0 2 0 in the model yi j i j 1zi j1 2zi j2 ei j, i 1, ,a, j 1, ,b

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Question: Exercise 9.4 Derive the test for model (9.0.1) versus the reduced model Y = X +Z00 +e, where C(Z0) C(Z). Describe how the procedure

Exercise 9.4 Derive the test for model (9.0.1) versus the reduced model Y =

Xβ +Z0γ0 +e, where C(Z0) ⊂ C(Z). Describe how the procedure would work for testing H0 : γ2 = 0 in the model yi j =μ +αi+η j +γ1zi j1+γ2zi j2+ei j, i = 1, . . . ,a, j = 1, . . . ,b.

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