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
Information matrices of maximal parameter subsystems in linear models
β Scribed by Thomas Klein
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 194 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0167-7152
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Properties of information matrices for certain fixed effects models and for related mixed effects models are investigated. It is shown that a design which is universally optimal for estimating a given set of parameters under the fixed effects model is also universally optimal for estimating a reduce
The main purpose of this paper is to treat an unsolved problem discussed by S.K. Mitra (1977) concerning the solution of matrix equations which occur in the MINQUE theory of estimatin covariance components model of C.R. Rao (1972 3 covariance components in a . Canonical representation of a singular