(Show that the incremental sum of squares for the general linear hypothesis H0: Lfl 0 can...

Question:

(Show that the incremental sum of squares for the general linear hypothesis H0:

Lfl ¼ 0 can be written as jje0 $ ejj2 ¼ b0 L0

½LðX0 XÞ

$1 L0

*

$1 Lb

[Hint: jje0 $ ejj2 ¼ ðe0 $ eÞ

0

ðe0 $ eÞ.]

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