## Testing Linear Hypotheses about 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 Wald chi-squared statistic for testing
*H*_{0} is computed as

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

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