Jun 21, 2018 · In particular to calculate the p-value I assume that the regression coefficients $\bf\beta$ are zero. So I want to calculate the probability that ${\bf y} = \bf \bf\epsilon$, where the $\bf\epsilon$ is a vector of normally distributed errors with means = 0? Is this correct? If so, I am not sure what the next step is for calculating the p-value.. "/>