Consider the multivariate linear model that we have discussed. That is, E(X) = BW and V [vec (X)] = IN Σ where multivariate normality is assumed. Suppose that the p xq parameter matrix B is partitioned as B = [B₁, B₂], where B₁ and B₂ are px s matrices (thus q = 2s). Describe the LRT for testing Ho : B₁ = B2. Does the test reduce to a test based on Hotelling's T²? 1

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