MANOVA Type Tests Under a Convex Discrepancy Function for the Standard Multivariate Linear Model

Abstract

We provide the M-theory for the standard multivariate linear model Y = XB + E, where Y is n x p matrix of observations, X is n x m design matrix, B is m x p matrix of unknown parameters and E is n x p matrix of errors with the row vectors independently distributed. Two test criteria based on the roots of determinantal equations are proposed for testing linear hypotheses of the form P'B = Co+ where P is a matrix of rank q. The tests are similar to those considered in MANOVA using least squares techniques. One of them is the Wald type statistic and another is the Rao's score type statistic. The asymptotic distributions of these test statistics are derived. Consistent estimates of nuisance parameters are obtained for use in computing the test Statistics.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1993
Accession Number
ADA271031

Entities

People

  • Calyampudi Radhakrishna Rao
  • L. C. Zhao
  • Z. D. Bai

Organizations

  • University of Pennsylvania

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Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Analysis Of Variance
  • Asymptotic Normality
  • Data Science
  • Distribution Functions
  • Equations
  • Hypotheses
  • Information Science
  • Military Research
  • Multivariate Analysis
  • New York
  • Normal Distribution
  • Sequences
  • Standards
  • Statistical Inference
  • Statistics
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Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Statistical inference.