1. The theory of regression is treated more fully in several textbooks; for example Applied Regression Analysisby N. R. Draper and H. Smith;An Introduction to Linear Statistical Models Vol. I by Franklin A. Graybill;The Design and Analysis of Experimentsby Oscar Kempthorne;The Advanced Theory of Statistics Vol. II by Maurice G. Kendall and Alan Stuart;Principles of Regression Analysisby R. L. Plackett;The Analysis of Varianceby Henry Scheffé;Mathematical Statisticsby S. S. Wilks; andRegression Analysisby E. J. Williams.
2. Section 2.2.T. W.Anderson(1958).
3. Section 2.4.T. W.Anderson(1948).
4. Section 2.6.Eicker(1963) Loève(1963).