/* Example 9.4.4---Dummy variables*/
proc iml;
y1={ 0.000,  0.000,  0.000, 22.786, 42.130,  0.000, 12.921, 12.921,
    18.435, 26.565,  0.000,  0.000,  0.000,  0.000, 18.435,  0.000,
     0.000, 18.435, 18.435, 36.271,  0.000,  0.000,  0.000, 12.921,
    33.211};
y2={ 0.000, 18.435, 45.000, 53.729, 90.000, 12.921, 18.435, 42.130,
    56.789, 67.214,  0.000, 12.921, 22.786, 46.789, 67.213,  0.000,
    12.921, 42.130, 56.789, 77.079, 12.921,  0.000, 39.231, 53.729,
    67.213};
y3={30.000, 33.211, 60.000, 90.000, 90.000, 26.565, 33.211, 77.079,
    90.000, 90.000,  0.000, 22.786, 77.079, 77.079, 90.000,  0.000,
    22.786, 77.079, 90.000, 90.000, 26.565, 22.786, 71.565, 90.000,
    90.000};
y4={30.000, 33.211, 71.565, 90.000, 90.000, 26.565, 33.211, 90.000,
    90.000, 90.000,  0.000, 30.000, 77.079, 90.000, 90.000, 12.921,
    26.565, 77.079, 90.000, 90.000, 26.565, 30.000, 90.000, 90.000,
    90.000};
y5={30.000, 33.211, 71.565, 90.000, 90.000, 26.565, 33.211, 90.000,
    90.000, 90.000, 12.921, 33.211, 77.079, 90.000, 90.000, 18.435,
    30.000, 77.079, 90.000, 90.000, 26.565, 30.000, 90.000, 90.000,
    90.000};
x2={5.5984, 6.0161, 6.4134, 6.8459, 7.2793, 5.5984, 6.0161, 6.4135,
    6.8459, 7.2793, 5.5984, 6.0161, 6.4135, 6.8459, 7.2793, 5.5984,
    6.0161, 6.4135, 6.8459, 7.2793, 5.5984, 6.0162, 6.4135, 6.8459,
   7.2793};
x1=J(25,1,1);
x3=J(5,1,1)//J(15,1,0)//J(5,1,-1);
x4=J(5,1,0)//J(5,1,1)//J(10,1,0)//J(5,1,-1);
x5=J(10,1,0)//J(5,1,1)//J(5,1,0)//J(5,1,-1);
x6=J(15,1,0)//J(5,1,1)//J(5,1,-1);
x=x1||x2||x3||x4||x5||x6;
y=y1||y2||y3||y4||y5;
beta=inv(x`*x)*x`*y;
H=x*inv(x`*x)*x`;
c={0 1 0 0 0 0}; n=25; p=5; q=6; f=n-q;
v=y`*(I(25)-H)*y;
W=beta`*c`*inv(c*inv(x`*x)*c`)*c*beta;
u=det(v)/det(v+w);
F0=(f+1-p)/p*(1-u)/u;
Fa=finv(1-0.05, p, f+1-p);
print  F0 Fa;
if F0>Fa then print "F0 > Fa: reject";
         else print "F0 < Fa: accept";
quit;
              F0             FA
         54.5924      2.9012945
             F0 > Fa: reject