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Some Results for the Normal Manova Linear Functional Relationships Model
Author(s) -
Shah A. C
Publication year - 1983
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.19830250210
Subject(s) - multivariate analysis of variance , mathematics , statistics , multivariate statistics , general linear model , likelihood ratio test , linear model , linear regression , maximum likelihood , multivariate analysis
Given the normal multivariate linear regression model Y = BX + E , with B subjected to the linear restrictions H BJ = W A, J known, W and H unknown, A known, the maximum likelihood estimates of H , B , W , are obtained. A likelihood ratio test criterion for testing H = H 0 , W = W 0 is provided. The results are extended to the GMANOVA model. All results are obtained in terms of the original variates directly, unlike Healy (1980) who obtains the results for the MANOVA model in terms of the canonical transformations of the original variates.