8  Inference for multiple linear regression

To be posted.

<!–# Start with the distribution of $Y$ given $\mathbf{X}$.

Putting together ?eq-mlr-stat-model and ?eq-mlr-exp-y, we have that the distribution of $Y$ given the predictor variables $X_1,X_2,\dots ,X_p$. More specifically, this distribution is shown in ?eq-mlr-dist-y. –>