The Annals of Statistics

Tests for the General Linear Hypothesis Under the Multiple Design Multivariate Linear Model

Lyman McDonald

Full-text: Open access

Abstract

The generalization of the standard model for MANOVA which allows for the possibility of different "design" matrices for the variates is known as the multiple design multi variate linear model. For example, in multivariate regression analysis we might have polynomial models of different degree in the "independent" variates. In this paper, new tests are given for the general linear hypothesis under the multiple design multivariate model and in one case the corresponding critical region is "inverted" to obtain simultaneous confidence intervals on certain functions of the location parameters.

Article information

Source
Ann. Statist., Volume 3, Number 2 (1975), 461-466.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176343072

Digital Object Identifier
doi:10.1214/aos/1176343072

Mathematical Reviews number (MathSciNet)
MR362719

Zentralblatt MATH identifier
0303.62047

JSTOR
links.jstor.org

Subjects
Primary: 62H15: Hypothesis testing
Secondary: 62J05: Linear regression 62J10: Analysis of variance and covariance

Keywords
General linear hypothesis MANOVA multiple design multivariate (multiresponse) model multivariate regression analysis

Citation

McDonald, Lyman. Tests for the General Linear Hypothesis Under the Multiple Design Multivariate Linear Model. Ann. Statist. 3 (1975), no. 2, 461--466. doi:10.1214/aos/1176343072. https://projecteuclid.org/euclid.aos/1176343072


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