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\begin{align*} \Psi ^\star _0 & = \Psi _0 + \Psi _1 \mu _1 = \mbox{ intercept in reduced model, absorbing the tested predictor}\\ \bPsi ^\star & = (0, \Psi _2, \ldots , \Psi _ K)' = \mbox{ coefficients in reduced model} \end{align*}
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