Test for independence of two multivariate regression equations with different design matrices
DOI10.1016/0047-259X(84)90058-7zbMATH Open0558.62047OpenAlexW2053656083MaRDI QIDQ762856FDOQ762856
Authors: Takeaki Kariya, P. R. Krishnaiah, Yasunori Fujikoshi 
Publication date: 1984
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(84)90058-7
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Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- Estimation of seemingly unrelated regression equations
- The general MANOVA problem
- Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
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- Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
- Admissible Tests in Multivariate Analysis of Variance
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- Tests for the independence between two seemingly unrelated regression equations
Cited In (9)
- Tests for sphericity under correlated multivariate regression equations model
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
- Multivariate regression with consecutively added dependent variables
- Invariant Polynomials and Related Tests
- One-sided tests for independence of seemingly unrelated regression equations
- A note on multivariate linear regression
- Tests for equality of parameter matrices in two multivariate linear models
- Distribution theory for some tests of independence of seemingly unrelated regressions
- On tests for selection of variables and independence under multivariate regression models
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