Exercise 3.9.2 For a standard linear model, find the form of the generalized likelihood ratio test of H0 : σ2 = σ2 0 versus HA : σ2 = σ2 0 in terms of rejecting H0 when some function of SSE/σ 2 0 is small. Show that the test makes sense in that it rejects for both large and small values of SSE/σ 2 0 .