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Multivariate Models

In: Linear Regression

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  • David J. Olive

    (Southern Illinois University, Department of Mathematics)

Abstract

The multivariate location and dispersion model is a special case of the multivariate linear regression model when the design matrix is equal to the vector of ones: X = 1. See Chapter 12 (Similarly, the location model is a special case of the multiple linear regression model. See Section 2.9.1 ) The multivariate normal and elliptically contoured distributions are important parametric models for the multivariate location and dispersion model. The multivariate normal distribution is useful in the large sample theory of the linear model, covered in Chapter 11 , while elliptically contoured distributions are useful for multivariate linear regression. Section 3.4.1 used prediction regions for iid multivariate data to bootstrap hypothesis tests.

Suggested Citation

  • David J. Olive, 2017. "Multivariate Models," Springer Books, in: Linear Regression, chapter 0, pages 299-312, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-55252-1_10
    DOI: 10.1007/978-3-319-55252-1_10
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