Matrix that defines the test for the categorical effect. The matrix L identifies the values of the parameters in β corresponding to the categorical effect and sets them equal to 0. The null hypothesis for the test of the categorical effect is given by:
Rank of L. Alternatively, r is the number of levels of the categorical effect minus one.
Note: You can view the design matrix by running Fit Model. Then select Save Columns > Save Coding Table from the red triangle menu for the main report.
The error variance, σ2, is estimated by the MSE, and has degrees of freedom, where n is the number of observations and p is the number of terms other than the intercept in the model.
Under the null hypothesis, the test statistic F0 has an F distribution on r and degrees of freedom.
If the true value of β is , then F0 has a noncentral F distribution with noncentrality parameter given by:

Help created on 7/12/2018