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Mathematics, 27.11.2019 02:31 JordynElizabeth11306
Consider the multiple regression model y = xβ + subject to a set of linear constraints of the form cβ = γ, where c is m × (k + 1) matrix. the gauss-markov conditions hold and also ∼ n(0, σ2 i). are the quadratic expressions y0 (i − h)y and y0 (h − h1)y independent? (h and h1 are the hat matrices of the full and reduced model respectively.)
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Consider the multiple regression model y = xβ + subject to a set of linear constraints of the form c...
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