The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model (Q760111)

From MaRDI portal





scientific article; zbMATH DE number 3883397
Language Label Description Also known as
default for all languages
No label defined
    English
    The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model
    scientific article; zbMATH DE number 3883397

      Statements

      The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model (English)
      0 references
      0 references
      1984
      0 references
      Fairly general sufficient conditions are given to guarantee that invariant tests about means in the multivariate linear model and the repeated measures model have the correct asymptotic size when the normal assumption under which the tests are derived is relaxed. These conditions are the same as \textit{P. J. Huber}'s condition [Ann. Stat. 1, 799-821 (1973; Zbl 0289.62033)] which guarantees asymptotic validity of the size of the F-test for the univariate linear model.
      0 references
      invariant tests about means
      0 references
      multivariate linear model
      0 references
      repeated measures model
      0 references
      asymptotic size
      0 references
      normal assumption
      0 references
      asymptotic validity
      0 references
      F-test
      0 references

      Identifiers