Linear hypotheses for are expressed in matrix form as

where is a matrix of coefficients for the linear hypotheses and is a vector of constants. The vector of regression coefficients includes slope parameters as well as intercept parameters. The Wald chisquare statistic for testing is computed as

where is the estimated covariance matrix in the section Variance Estimation. Under , has an asymptotic chisquare distribution with r degrees of freedom, where r is the rank of .