On a gmanova model likelihood ratio test criterion |
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Authors: | DG Kabe |
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Institution: | Saint Mary's University , Halifax, N.S, B3H 3C3, Canada |
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Abstract: | For the generalized MANOVA (GMANOVA) model of Potthoff and Roy (1964), X = BξA + E, Khatri (1966) derives the likelihood ratio test criterion for test-ing the composite double linear null hypothesis CξV = 0, C,V known. This criterion plays an important role in statistics, and several authors have recently studied its further properties. However, Khatri's (1966) de-reviation of the distribution of this criterion is involved. By noting that the GMANOVA model is re-stricted MANOVA model, this paper presents an alter-native simple derivation of the distribution of this criterion. The derivation is based on the generalized Sverdrup's lemma, Kabe (1965). |
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Keywords: | GMANOVA model linear compounds alternative derivation generalized sverdrao's lemma |
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