pdf("rpd4_8r.pdf") alldata <- matrix( c(44,89.47,44.609,11.37,62,178,182, 40,75.07,45.313,10.07,62,185,185, 44,85.84,54.297,8.65,45,156,184, 42,68.15,59.571,8.17,40,166,172, 38,89.02,49.874,9.22,55,178,180, 47,77.45,44.811,11.63,58,176,176, 40,75.98,45.681,11.95,70,176,180, 43,81.19,49.091,10.85,64,162,170, 44,81.42,39.442,13.08,63,174,176, 38,81.87,60.055,8.63,48,170,186, 44,73.03,50.541,10.13,45,168,168, 45,87.66,37.388,14.03,56,186,192, 45,66.45,44.754,11.12,51,176,176, 47,79.15,47.273,10.6,47,162,164, 54,83.12,51.855,10.33,50,166,170, 49,81.42,49.156,8.95,44,180,185, 51,69.63,40.836,10.95,57,168,172, 51,77.91,46.672,10,48,162,168, 48,91.63,46.774,10.25,48,162,164, 49,73.37,50.388,10.08,67,168,168, 57,73.37,39.407,12.63,58,174,176, 54,79.38,46.08,11.17,62,156,176, 52,76.32,45.441,9.63,48,164,166, 50,70.87,54.625,8.92,48,146,186, 51,67.25,45.118,11.08,48,172,172, 54,91.63,39.203,12.88,44,168,172, 51,73.71,45.79,10.47,59,186,188, 57,59.08,50.545,9.93,49,148,160, 49,76.32,48.673,9.4,56,186,188, 48,61.24,47.92,11.5,52,170,176, 52,82.78,47.467,10.5,53,170,172),byrow=T,ncol=7) Y <- alldata[,3] X <- alldata[,4:7] X <- cbind(rep(1,nrow(X)),X) XPXINV <- solve(t(X) %*% X) BETAHAT <- XPXINV %*% t(X) %*% Y BETAHAT XPXINV ix <- diag(1,ncol=nrow(X),nrow=nrow(X)) jx <- matrix(rep(1,nrow(X)*nrow(X)),ncol=nrow(X)) SSRESID <- t(Y) %*% (ix - X %*% XPXINV %*% t(X)) %*% Y DFRESID <- nrow(X)-ncol(X) S2 <- SSRESID/DFRESID K1 <- matrix(c(0,0,1,0,0,0,0,0,0,1),byrow=F,ncol=2) m1 <- matrix(c(0,0),ncol=1) Q1 <- t(t(K1)%*%BETAHAT-m1) %*% solve(t(K1) %*% XPXINV %*% K1) %*% (t(K1)%*%BETAHAT-m1) F1 <- (Q1/ncol(K1))/S2[1,1] FCRIT1 <- qf(.95,ncol(K1),nrow(X)-ncol(X)) PVAL1 <- 1- pf(F1,ncol(K1),nrow(X)-ncol(X)) Q1 F1 FCRIT1 PVAL1 SSTOTALC <- t(Y) %*% (ix - (1/nrow(X))*jx) %*% Y DFTOTALC <- nrow(X)-1 MSTOTALC <- NA SSREG <- t(Y) %*% (X%*%XPXINV%*%t(X) - (1/nrow(X))*jx) %*% Y DFREG <- ncol(X)-1 MSREG <- SSREG/DFREG print(cbind(DFTOTALC,SSTOTALC,MSTOTALC)) print(cbind(DFREG,SSREG,MSREG)) print(cbind(DFRESID,SSRESID,S2)) K2 <- matrix(c(1,0,0,0,0,0,0,1,0,0,0,0,0,0,1),byrow=F,ncol=3) m2 <- matrix(c(90,0,0),ncol=1) K2BM <- t(K2)%*%BETAHAT-m2 K2XPXIK2I <- solve(t(K2) %*% XPXINV %*% K2) Q2 <- t(K2BM) %*% K2XPXIK2I %*% K2BM F2 <- (Q2/ncol(K2))/S2[1,1] FCRIT2 <- qf(.95,ncol(K2),nrow(X)-ncol(X)) PVAL2 <- 1- pf(F2,ncol(K2),nrow(X)-ncol(X)) K2BM K2XPXIK2I Q2 F2 FCRIT2 PVAL2 dev.off()