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Canonical forms and tests of hypotheses Part II: Multivariate mixed linear models

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  • P. Roebruck

Abstract

In the literature on multivariate analysis of variance, exact test procedures are restricted to linear models with fixed effects only. In this paper tests are presented for multivarite linear hypotheses with respect to mixed models, which constitude a generalization of (univariate) regular models described by Roebruck (1982). Furthermore it is shown, that the matrices, which are used to compute the test statistics, can be derived from the univariate “sums of squares” in the same manner as in the case of fixed models. The applicability of this theory is demonstrated by two examples.

Suggested Citation

  • P. Roebruck, 1982. "Canonical forms and tests of hypotheses Part II: Multivariate mixed linear models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 36(2), pages 75-80, June.
    • Handle: RePEc:bla:stanee:v:36:y:1982:i:2:p:75-80
    DOI: 10.1111/j.1467-9574.1982.tb00776.x
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