Digital Library
Close Browse articles from a journal
 
<< previous   
     Journal description
       All volumes of the corresponding journal
         All issues of the corresponding volume
           All articles of the corresponding issues
                                       Details for article 7 of 7 found articles
 
 
  Testing Linear Hypotheses in Generalized Multivariate Linear Models
 
 
Title: Testing Linear Hypotheses in Generalized Multivariate Linear Models
Author: Kleinbaum, David G.
Appeared in: Communications in statistics
Paging: Volume 1 (1973) nr. 5 pages 433-457
Year: 1973
Contents: This study presents a general large sample procedure for testing linear hypotheses in multivariate linear models for which observations may be missing and/or for which different design matrices correspond to different response variates. The theoretical foundation of this method is due to Wald. The asymptotic null distribution of the test statistic is a chi square variable. The test statistic is a quadratic form constructed from a BAN estimator of a linear function of the unknown parameters in the expectation model and a consistent estimator of the variance-covariance matrix. For the special case of the standard multivariate analysis of variance model, the Wald statistic is exactly equivalent to Hotelling's Trace Criterion.
Publisher: Taylor & Francis
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 7 of 7 found articles
 
<< previous   
 
 Koninklijke Bibliotheek - National Library of the Netherlands