... Villanua,PavelˇC´ıˇzek, Yingcun Xia, Pilar Gonzalez, M. Paz Moral, Rong Chen,Rainer Schulz, Sabine Stephan, Pilar Olave, J. Tomas Alcala and Lenka CizkovaJanuary 1 7, 20032 1 Univariate Linear Regression Modelresults. ... variable, the probability distribution, and some relatedComputer-Aided Introduction to EconometricsJuan M. Rodriguez PooIn cooperation withIgnacio Moral, M. Teresa Aparicio, Inmaculada Villanua,PavelˇC´ıˇzek, ... value, and r = β0 j . Thus, the term (R ˆβ − r) becomes (ˆβ j − β0 j ). Element R( XX)−1 R becomes ((XX)−1)jj.Moreover, we know that the squared root of the F random variable...