F-test for the fixed effects
1 |
X |
design matrix for the fixed effects. |
y |
dependent variable. |
beta |
a vector of the estimated coefficients. |
sigma_sq |
the estimated sigma square, a component of the denominator of the F value. |
V |
the variance-covariance matrix of the dependent variavble. |
n |
the number of data |
p |
the number of fixed effects |
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