8.3.3. Fit the simple regression mean function again, but this time assume that Var(Lab|Field) = σ^2/ Field. Get the score test for the fit of this variance function. Also test for nonconstant variance as a function of batch; since are arbitrarily numbered, be sure to treat Batch as a factor. (Hint: Both tests are extensions of the methodology outlined in the text. The only when computing the statistic.)
8.8. Two n×n matrices A and B are orthogonal if AB = BA = 0. Show that I – H and H are orthogonal. Use this result to show that as long as the intercept is in the mean function, the slope of the regression of e ̂ on Y ̂ is 0. What is the slope of the regression of e ̂ on Y ̂ ?