Regression coefficient test power ignores nuisance coefficients (source code)

= Regression coefficient test power ignores nuisance coefficients

In a fixed full-rank <normal linear model>, the studentized estimator of one coefficient has a <noncentral t-distribution> with noncentrality equal to that coefficient divided by its standard deviation. The fitted and residual <orthogonal projections> of the <Gaussian noise> are <independent>. Therefore the <statistical power> of its exact <Student's t-test> does not depend on the other regression coefficients, with design and variance fixed.