/* Example 9.4.1.---*/
proc iml;
y={93.6,91.8,99.4,85.2,90.4,86.4,95.6,89,84.3,90.9};
x1={22,30,36,50,57,58,19,50,53,62};
n=10; q=2;k=2;r=1;
xb=J(1,n,1/n)*x1;
x=J(n,1,1)||x1;
beta=inv(x`*x)*x`*y;
H=x*inv(x`*x)*x`;
sse=y`*(I(n)-H)*y;
sigmasq=sse/(n-k);
cc={0 1};
F0=(cc*beta)`*inv(cc*inv(x`*x)*cc`)*cc*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";
e= tinv(1-0.05/2,n-k)*sqrt(sse/(n-k)*(1/n+
    (50-xb)**2/((x1-xb)`*(x1-xb))));
low={1 50}*beta-e;
upp={1 50}*beta+e;
print  low upp;
quit;
                   BETA      SIGMASQ
              99.216112    14.662608
              -0.195792
                     F0           FA
              5.7781762    5.3176551
                     F0 > Fa: reject
                    LOW          UPP
              86.393805    92.459216