We prove that the power function of the likelihood ratio test for MANOVA attains its minimum when the rank of the location parameter matrix G decreases from s to 1. This provides a theoretical justification of a result that is known in the literature based only on numerical studies.
On the power of Wilks' U-test for MANOVA
β Scribed by Somesh Das Gupta; Michael D Perlman
- Publisher
- Elsevier Science
- Year
- 1973
- Tongue
- English
- Weight
- 266 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0047-259X
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