Test for independence of two multivariate regression equations with different design matrices

DOI10.1016/0047-259X(84)90058-7MaRDI QIDQ762856zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

canonical correlationstests for independencedifferent design matricesmultivariate regression equations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3301947 (Why is no real title available?)
• scientific article; zbMATH DE number 3331305 (Why is no real title available?)
• scientific article; zbMATH DE number 3354459 (Why is no real title available?)
• scientific article; zbMATH DE number 3416843 (Why is no real title available?)
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Admissible Tests in Multivariate Analysis of Variance
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• Estimation of seemingly unrelated regression equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Tests for the independence between two seemingly unrelated regression equations
• The general MANOVA problem
• Use of Restricted Residuals in SUR Systems: Some Finite Sample Results

Cited in

(9)

• Invariant Polynomials and Related Tests
• On tests for selection of variables and independence under multivariate regression models
• Multivariate regression with consecutively added dependent variables
• Tests for equality of parameter matrices in two multivariate linear models
• Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
• A note on multivariate linear regression
• One-sided tests for independence of seemingly unrelated regression equations
• Distribution theory for some tests of independence of seemingly unrelated regressions
• Tests for sphericity under correlated multivariate regression equations model

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