Tests for Equality of Parameter Matrices in Two Multivariate Linear Models
An approximate degrees of freedom test is suggested for hypotheses of the kindH0:C'[Phi]1M=C'[Phi]2Min two independent multivariate linear models:Yi=Xi i[Phi]i+[var epsilon]i,i=1,Â 2, under the assumption of error matrix variate normality and heteroscedasticity. It is shown for specific vector choices of the matricesCandMthat the test reduces to approximate degrees of freedom solutions obtained by Nel (1989), Nel and van der Merwe (1986) and Welch (1947) for simpler models.
Volume (Year): 61 (1997)
Issue (Month): 1 (April)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:61:y:1997:i:1:p:29-37. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.