On Tests for Selection of Variables and Independence under Multivariate Regression Model.

Abstract

In this paper, the authors consider various procedures for testing the hypotheses of independence of two sets of variables and certain regression coefficients are zero under the classical multivariate regression model. Various properties of these procedures and the asymptotic distributions associated with these procedures are also considered. Keywords: Correlated multivariate regression equations; Growth curve model; Multivariate distributions; Optimum properties. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1985
Accession Number
ADA162382

Entities

People

  • Paruchuri R. Krishnaiah
  • T. Kariya
  • Y. Fujikoshi

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Correlation Analysis
  • Covariance
  • Data Science
  • Distribution Functions
  • Economic Policy
  • Equations
  • Governments
  • Hypotheses
  • Information Science
  • Invariance
  • Motivation
  • Multivariate Analysis
  • Simultaneous Equations
  • Statistics
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.