proc glm 做Type I 、II,III,IV test时, 里面有General Form of Estimable Functions以及Type I 、II,III,IV Estimable Functions的output,我看了很多资料都没弄清楚这里面的L是如何决定的,以及干什么用的?可以给以给予解释吗?谢谢!
The normal equations X'X*beta=X'Y are solved .
For each effect in the model, a matrix L is computed such that the rows of L are estimable. Tests of the hypothesis L*beta=0 are then made by first computing
SS(L*beta=0)=(L*beta)'*(L(X'X)L)^(-1)*(L*beta)
and then computing the associated value F by using the mean squared error.