Here is an easy command in R in order to test linear hypotheses in the Gauss-Markov setup. Of course you can do the programming yourself, but this command makes life somewhat easier. You will first need to download the "car" package from CRAN. This is easily done. Connect to the internet, open R, and use the command: install.packages("car"); The command for testing hypotheses is: linear.hypothesis(); You will need to load the library before proceeding with that command, through: library(car); When using linear.hypothesis(), you will need to specify a hypothesis matrix. For details, check the help(linear.hypothesis) command. It spells things out very clearly. Note that the "car" package has lots of other goodies that you might want to explore.