𝔖 Bobbio Scriptorium
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Power of the likelihood ratio test in covariance structure analysis

✍ Scribed by Albert Satorra; Willem E. Saris


Book ID
112726728
Publisher
Springer
Year
1985
Tongue
English
Weight
673 KB
Volume
50
Category
Article
ISSN
0033-3123

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πŸ“œ SIMILAR VOLUMES


Likelihood Ratio Tests for Covariance St
✍ S. Kuriki πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 572 KB

Let \(\boldsymbol{W}\) be a \(p \times p\) matrix distributed according to the Wishart distribution \(W_{p}(n, \boldsymbol{\Phi})\) with \(\boldsymbol{\Phi}\) positive definite and \(n \geqslant p\). Let \(\left(m / \sigma^{2}\right) g\) be distributed according to the chi-squared distribution \(\ch

On the Power Function of the Likelihood
✍ Dulal Kumar Bhaumik; Sanat K. Sarka πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 77 KB

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.