Show that an equivalent way to perform the test for significance of regression in multiple linear regression is to base the test on R 2 as follows. To test H 0 : B 1 = B 2 = · · · = B k versus H 1 :...

Show that an equivalent way to perform the test for significance of regression in multiple linear regression is to base the test on R²
as follows. To test H₀
: B₁
= B₂
= · · · = B_k

 versus H₁: at least one B_j
= 0, calculate

and reject H₀
if the computed value of F₀
exceeds F_a.k.n-p•
where p = k + 1.