Asymptotic distributions for testing dimensionality in q-based pHd
We show that the test statistic for dimension in q-based principal Hessian directions (pHd) is distributed as a linear combination of [chi]2 random variables. Simpler distributions can result depending on the distribution of the predictors and the adequacy of the quadratic model.
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Volume (Year): 58 (2002)
Issue (Month): 3 (July)
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Eaton, M. L. & Tyler, D., 1994. "The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 238-264, August.
- Bentler, Peter M. & Xie, Jun, 2000. "Corrections to test statistics in principal Hessian directions," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 381-389, May.
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