Preface.Vectors of Random Variables.Multivariate Normal Distribution.Linear Regression: Estimation and Distribution Theory.Hypothesis Testing.Confidence Intervals and Regions.Straight-Line Regression.Polynomial Regression.Analysis of Variance.Departures from Underlying Assumptions.Departures from Assumptions: Diagnosis and Remedies.Computational Algorithms for Fitting a Regression.Prediction and Model Selection.Appendix A. Some Matrix Algebra.Appendix B. Orthogonal Projections.Appendix C. Tables.Outline Solutions to Selected Exercises.References.Index.
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Crocker et al. (1980) studied this question.