Exercise 3.1 (a) Show that the F test developed in the first part of this section is

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Exercise 3.1

(a) Show that the F test developed in the first part of this section is equivalent to the (generalized) likelihood ratio test for the reduced versus full models, cf. Casella and Berger (2002, Subsection 8.2.1).

(b) Find an F test for H0 :

Xβ = Xβ0 where β0 is known.

(c) Construct a full versus reduced model test when

σ 2 has a known value σ 2 0 .

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Exercise 3.1 (a) Show that the F test developed in the first part of this section is

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