General Linear Model



Hi guys, I'm new to statistics as such and any help is much appreciated.

I've got a general linear model y = XB + e
My O.L.S estimator is F = (x^tx)^-1x^ty
if c is a p*1 vector. I'm looking to determine the distribution c^tB

I'm just looking for a few guidelines if anyone has time
so far I have,
E[y] = E[XB] = XB
E[F] = B
I nearly also sure that its going to be a normally distributed function.

Thanks for any help
.


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