On Tests for Selection of Variables and Independence under Multivariate Regression Model.
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
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In this paper, the authors consider various procedures for testing the hypotheses of independence of two sets of variables and certain regression coefficients are zero under the classical multivariate regression model. Various properties of these procedures and the asymptotic distributions associated with these procedures are also considered. Keywords Correlated multivariate regression equations Growth curve model Multivariate distributions Optimum properties. Author
- Statistics and Probability