ABSTRACT

In Chaps. 7 and 14, we have obtained expressions for the least squares estimators and test statistics in terms of the elements of U, v, and t. In this chapter, we will use the relationships X = Q 1 U and y = Q 1 v + Q 2 t to rewrite them in terms of the elements of X and y. Readers who are not familiar with these expressions may omit this chapter and proceed to Chap. 16.