Linear hypotheses for are expressed in matrix form as
where is a matrix of coefficients for the linear hypotheses, and
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
is computed as
where is the estimated covariance matrix. Under
,
has an asymptotic chi-square distribution with r degrees of freedom, where r is the rank of
.