✦ LIBER ✦

Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model

✍ Scribed by Dean M. Young; John W. Seaman; Laurie M. Meaux

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 114 KB
Volume: 68
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.1998.1787

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✦ Synopsis

Consider the multivariate linear model for the random matrix Y n_p t MN(XB, V 7), where B is the parameter matrix, X is a model matrix, not necessarily of full rank, and V 7 is an np_np positive-definite dispersion matrix. This paper presents sufficient conditions on the positive-definite matrix V such that the statistics for testing H 0 : CB=0 vs H a : CB{0 have the same distribution as under the i.i.d. covariance structure I 7.

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