There is another way to define the numerator of the F-statistic. Let e(s) be the vector of

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There is another way to define the numerator of the F-statistic. Let e(s)

be the vector of residuals from the small model. Show that

Xβˆ2 − Xβˆ(s)2 = e(s)2 − e2.

Hint: what is Xβˆ(s)2 + e(s)2?

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