The likelihood ratio tests for the dimensionality of regression coefficients
AbstractIn this paper we give a unified derivation of the likelihood ratio (LR) statistics for testing the hypothesis on the dimensionality of regression coefficients under a usual MANOVA model. We also derive the LR statistics under a general MANOVA model and study their asymptotic null and nonnull distributions. Further it is shown that the test statistic used by Bartlett  for testing the hypothesis that the last p-k canonical correlations are all zero is the LR statistic.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 4 (1974)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Boik, Robert J., 1998. "A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 244-276, November.
- Siotani, Minoru & Wakaki, Hirofumi, 2006. "Contributions to multivariate analysis by Professor Yasunori Fujikoshi," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1914-1926, October.
- Calinski, Tadeusz & Lejeune, Michel, 1998. "Dimensionality in Manova Tested by a Closed Testing Procedure," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 181-194, May.
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