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Consider the following linear y = x B + = X B + X2 B + E XB+E y= XB+E (reduced model) and x= (x,
Consider the following linear y = x B + = X B + X2 B + E XB+E y= XB+E (reduced model) and x= (x, x2), B = (B1, B2)'; x and X are Covariate matrices of size nx (p-r) and nxr, Vectors of Coefficients respectively; B y B are of dimensions p-r and r, respectively. Also E~N (0, I). Consider the statistic: Fo [SSres (MR) - SS res (MC)]/ Sof 55res (MC)/co-p) Show that: Ho: B = 0, Fo~ Fr,n-p Sum Squares residuals
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