Tests for Equality of Parameter Matrices
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Daan G. Nel
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Article
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1997
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Elsevier Science
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English
โ 240 KB
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