On the distribution of some test statistics connected with the multivariate linear functional relationship model |
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Authors: | Serge B. Provost |
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Affiliation: | Department of Statistica l and Actuarial Sciences , The University of Western Ontario , London, Ontario, N6A 5B9, Canada |
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Abstract: | An alternate representation of the densities of some test statistics for the structural coefficients of the multivariate linear functional relationship model is proposed in this article. These statistics are distributed as the ratio of a linear combination of chi-square variÂtes over the root of a product of chi-square variÂtes. A computable representation of their densities has already been derived by Provost (1984) with the help of the technique of the inverse Mellin transform. The connection of the alternate representation to the densities of products of independent beta type-2 and of independent F-random variables is also discussed. |
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Keywords: | structural coefficients errors-in-variables models multivariate regression models products of F-variables |
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