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The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model

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  • Arnold, Steven

Abstract

Fairly general sufficient conditions are given to guarantee that invariant tests about means in the multivariate linear model and the repeated measures model have the correct asymptotic size when the normal assumption under which the tests are derived is relaxed. These conditions are the same as Huber's condition which guarantees asymptotic validity of the size of the F-test for the univariate linear model.

Suggested Citation

  • Arnold, Steven, 1984. "The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model," Journal of Multivariate Analysis, Elsevier, vol. 15(3), pages 325-335, December.
    • Handle: RePEc:eee:jmvana:v:15:y:1984:i:3:p:325-335
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    Cited by:

    1. Wayan Somayasa & Gusti N. Adhi Wibawa & La Hamimu & La Ode Ngkoimani, 2016. "Asymptotic Theory in Model Diagnostic for General Multivariate Spatial Regression," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2016, pages 1-16, September.
    2. Güven, Bilgehan, 2015. "A mixed model for complete three or higher-way layout with two random effects factors," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 45-55.
    3. Trent Gaugler & Michael G. Akritas, 2011. "Testing for Interaction in Two-Way Random and Mixed Effects Models: The Fully Nonparametric Approach," Biometrics, The International Biometric Society, vol. 67(4), pages 1314-1320, December.

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