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R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> 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
            [,1]
[1,] 84.26901669
[2,] -3.06981406
[3,]  0.00799404
[4,] -0.11670572
[5,]  0.08518177
> XPXINV
             [,1]          [,2]          [,3]          [,4]          [,5]
[1,] 17.423094927 -0.1596195144  7.267501e-03 -1.404500e-02 -7.796573e-02
[2,] -0.159619514  0.0236857375 -1.696658e-03 -9.852195e-04  9.482363e-04
[3,]  0.007267501 -0.0016966578  7.775643e-04 -9.345606e-05 -8.540163e-05
[4,] -0.014044998 -0.0009852195 -9.345606e-05  5.428172e-04 -3.561660e-04
[5,] -0.077965727  0.0009482363 -8.540163e-05 -3.561660e-04  7.560261e-04
> 
> 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
         [,1]
[1,] 10.00159
> F1
          [,1]
[1,] 0.6732713
> FCRIT1
[1] 3.369016
> PVAL1
          [,1]
[1,] 0.5187069
> 
> 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))
     DFTOTALC          MSTOTALC
[1,]       30 851.3815       NA
> print(cbind(DFREG,SSREG,MSREG))
     DFREG                  
[1,]     4 658.2638 164.5659
> print(cbind(DFRESID,SSRESID,S2))
     DFRESID                  
[1,]      26 193.1178 7.427607
> 
> 
> 
> 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
            [,1]
[1,] -5.73098331
[2,]  0.00799404
[3,]  0.08518177
> K2XPXIK2I
           [,1]         [,2]       [,3]
[1,]  0.1066128    0.2137488   11.01867
[2,]  0.2137488 1302.6523004  169.19219
[3,] 11.0186656  169.1921900 2478.12557
> Q2
         [,1]
[1,] 11.01873
> F2
          [,1]
[1,] 0.4944942
> FCRIT2
[1] 2.975154
> PVAL2
          [,1]
[1,] 0.6892381
> 
> 
> dev.off()
null device 
          1 
>