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This question is about proving the T-test results of multiple linear regressions are identical. I think using matrix formulation is about using methods such as

This question is about proving the T-test results of multiple linear regressions are identical. I think "using matrix formulation" is about using methods such as QR decomposition or the Cholesky method. However, Right now I have no idea.

If you can solve the question without using matrix formulation, it's also fine. I'm quite desperate to find the answer... please help me:'(

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