/* Example 9.2.2 ---Linear quadratic regression model*/
proc iml;
x1={10,12,14,16,18,20,22,24,26,28,30};
y={.15,.24,.52,.61,.82,1.1,1.4,1.6,1.8,2.4,2.7};
x2=x1#x1;
n=11;k=3;r=2;
x=J(n,1,1)||x1||x2;
beta=inv(x`*x)*x`*y;
H=x*inv(x`*x)*x`;
sse=y`*(I(n)-H)*y;
sigmasq=sse/(n-k);
c={0 1 0,0 0 1};
F0=(c*beta)`*inv(c*inv(x`*x)*c`)*c*beta
*(n-k)/(r*sse);
Fa=finv(1-0.05, r,n-k);
print beta sigmasq, F0 Fa;
if F0>Fa then print "F0 > Fa: reject";
         else print "F0 < Fa: accept";
quit;
            BETA        SIGMASQ
       -0.051748      0.0059727
       -0.013892
       0.0035052
              F0             FA
        601.8625      4.4589701
             F0 > Fa: reject