Testing for the equality of several correlation matrices
โ Scribed by James R. Schott
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 32 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
โฆ Synopsis
The final equation given in the proof of Theorem 2 is incorrect. The asymptotic distribution of the statistic in Theorem 2 is not affected by this error when the common correlation matrix is the identity matrix. For this reason, the simulation results did not reveal the presence of an error. The corrected equation is
๐ SIMILAR VOLUMES
Assume a joint 2p-variate normal distribution for the p-component vectors and y with unknown mean and unknown variance-covariance matrices Zz. and Zuyy respectively, with Cov (5, y) =Zzu. No assumptions are made about the nature of Zzu. The likelihood ratio method is investigated to test the hypoth