Tests for equality of parameter matrices in two multivariate linear models

DOI10.1006/JMVA.1997.1661zbMATH Open0960.62058OpenAlexW2043332330MaRDI QIDQ1364665FDOQ1364665

Authors: Daan G. Nel 

Publication date: 17 May 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1661

Recommendations

• An exact test for testing the equality of parameter matrices in two multivariate linear models
• scientific article; zbMATH DE number 238387
• F-tests for Hypotheses with Block Matrices and Under Conditions of Orthogonality in the General Multivariate Gauss-Markoff Model
• scientific article; zbMATH DE number 5269102
• Test for independence of two multivariate regression equations with different design matrices

zbMATH Keywords

heteroscedasticityBehrens-Fisher problemvec-operatordegrees of freedom approximation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear inference, regression (62J99) Hypothesis testing in multivariate analysis (62H15) Matrix equations and identities (15A24)

Cites Work

• Title not available (Why is that?)
• A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
• Title not available (Why is that?)
• A solution to the multivariate behrens-fisher problem
• Title not available (Why is that?)
• The vec-permutation matrix, the vec operator and Kronecker products: a review
• On the history of the kronecker product
• A GENERALIZATION OF FISHER'S z TEST
• Some results on commutation matrices, with statistical applications
• Asymptotic Formulae for the Distribution of Hotelling's Generalized $T^2_0$ Statistic
• ON THE WISHART DISTRIBUTION IN STATISTICS

Cited In (8)

• Testing the equality of regression matrices when some additional data sets are available
• Title not available (Why is that?)
• Exact Tests for the Comparison of Correlated Response Models with an Unknown Dispersion Matrix
• Testing equality of two intercepts for the parallel regression model with non sample prior information
• Choice of the hypothesis matrix for using the Wald-type-statistic
• Analysis of Type I Error Rates of Univariate and Multivariate Procedures in Repeated Measures Designs
• Test for independence of two multivariate regression equations with different design matrices
• An exact test for testing the equality of parameter matrices in two multivariate linear models

This page was built for publication: Tests for equality of parameter matrices in two multivariate linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1364665)