Hints: Dropping variables from the additive model

In this problem it is useful to consider the properties of the additive model described in section 4.2, the relationship between hazard rate and survival function discussed in section 1.1.2, as well as properties of conditional normal distributions.

The calculations required to solve the problem are simper when using the survival function (compared to working with the density of \(T\)).

Keep in mind that finding explicit expressions for the hazard rate or survival function for the model with the \(p-1\) first covariates is complex, and that it is not needed to answer the questions asked in the problem text.