Gauss is Not Mocked

Attention Conservation Notice: I stole the title from Cosma Shalizi, who is a better writer than me. He meant the central limit theorem; I mean the Gauss-Markov theorem. Also, this is about multiparameter tests, which are intrinsically not very interesting In survey statistics, there are two classes of tests that are widely used for contingency tables and rather less widely used for regression…