however, two-stage estimates of regression coefficients corresponding to these two estimates have approximate equal mean square error . for testing linear hypothesis about regression coefficients, banerjee and magnus ( 1997 ) studied the sensitivity of f-test sta, tistic ( fgls ( ) ) based on generalized least square estimate caused by variance parameter in general case and proposed sensitivity statistic and its distribution 關于回歸系數的線性假設檢驗問題,banerjee和magnus(1997)在一般情況下從理論上研究了方差參數對基于廣義最小二乘估計的f-檢驗統(tǒng)計量(f_(gls)())的種種影響,提出了敏感性的概念,并給出敏感統(tǒng)計量的形式及其分布。