## Testing Linear Hypotheses about the Regression Coefficients

Linear hypotheses for are
expressed in matrix form as

where **L** is a matrix of coefficients for the linear hypotheses, and
**c** is a vector of constants.
The vector of regression coefficients includes slope parameters
as well as intercept parameters.
The Wald chi-square statistic for testing
*H*_{0} is computed as

where is the estimated
covariance matrix. Under *H*_{0}, has an asymptotic
chi-square distribution with *r* degrees of freedom,
where *r* is the rank of **L**.

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