An approximate degrees of freedom test is suggested for hypotheses of the kind H 0 : C$8 1 M=C$8 2 M in two independent multivariate linear models: Y i =X i 8 i += i , i=1, 2, under the assumption of error matrix variate normality and heteroscedasticity. It is shown for specific vector choices of th
Calculating Parameters of Multivariate F Distribution for Simultaneous Testing Linear Hypotheses
✍ Scribed by Dr. T. Dewięga; Z. Graboś
- Publisher
- John Wiley and Sons
- Year
- 1982
- Tongue
- English
- Weight
- 296 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0323-3847
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