A note on expressing wilks’ a as the product of independent beta variables |
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Authors: | C E Mc Henry |
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Institution: | Department of Mathematical and Computing Sciences , Old Dominion University , Norfolk, Virginia |
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Abstract: | The purpose of this note is to show that the null distribution of Wilks’ A can be expressed as the product of p independent beta variables regardless of the relationship of p and q, where p is the number of variables and q is the degrees of freedom associated with the hypothesis. |
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Keywords: | null distribution variable selection multivariate analysis |
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