or that o.月=Var] Inserting this result to( 8) produces the required covariance matrix for the test -月=Var-Var=三 The chi-squared test is based on the Wald criterion E, we use the estimated covariance matrices of the slope estimator is the LSDV model and estimated covariance matrix in the random effects model. ex cluding the constant term. Under the null hypothesis, W is asymptotically dis- tributed as chi-squared with k degree of freedom Reproduce the results of Example 13.5 and Table 13.2 on p. 302 of Greeneor that Cov[βˆ, β˜] = V ar[β˜]. Inserting this result to (8) produces the required covariance matrix for the test V ar[βˆ − β˜] = V ar[βˆ] − V ar[β˜] = Ξ. The chi-squared test is based on the Wald criterion: W = [βˆ − β˜] 0Ξˆ −1 [βˆ − β˜]. For Ξˆ, we use the estimated covariance matrices of the slope estimator is the LSDV model and estimated covariance matrix in the random effects model, ex￾cluding the constant term. Under the null hypothesis, W is asymptotically dis￾tributed as chi-squared with k degree of freedom. Exercise: Reproduce the results of Example 13.5 and Table 13.2 on p. 302 of Greene. 15