The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model (Q760111)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model |
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The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model (English)
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1984
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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.
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invariant tests about means
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multivariate linear model
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repeated measures model
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asymptotic size
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normal assumption
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asymptotic validity
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F-test
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