96. Given that the residuals are y y 1I H2y, # R a m

96. Given that the residuals are y  yˆ  1I  H2y,

#

R a

m i1 1yi  y1 22  a mn im1 1yi  y2 22 m  n  2 B 1

m



1 n

b ˆ

1  t.025,mn2s B

1 m



1 n

 y1  y2  t.025,mn2 y2 y1 yˆ

b ˆ

1 b ˆ

0 700 CHAPTER 12 Regression and Correlation show that Cov  (I  H)s2.