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A NOTE ON MULTIVARIATE LINEAR MODELS WITH NON‐ADDITIVITY
Author(s) -
Kshirsagar Anant M.
Publication year - 1988
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1988.tb00623.x
Subject(s) - additive function , multivariate statistics , mathematics , statistics , curse of dimensionality , multivariate analysis , covariate , linear model , econometrics , mathematical analysis
Summary Tukey's non‐additivity test in an analysis of variance model is extended to a multivariate linear model with covariates. If non‐additivity is found to exist, a Wilks's Lambda test for the dimensionality of the matrix of the non‐additivity parameters is derived and the Lambda criterion is then factorized into two independent test criteria to test meaningful hypotheses concerning the multivariate model.