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Canonical forms and tests of hypotheses Part II: Multivariate mixed linear models
Author(s) -
Roebruck P.
Publication year - 1982
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1982.tb00776.x
Subject(s) - univariate , multivariate statistics , mathematics , generalization , linear model , statistics , general linear model , multivariate analysis , variance (accounting) , multivariate analysis of variance , mixed model , generalized linear mixed model , mathematical analysis , accounting , business
In the literature on multivariate analysis of variance, exact test procedures are restricted to linear models with fixed effects only. In this paper tests are presented for multivarite linear hypotheses with respect to mixed models, which constitude a generalization of (univariate) regular models described by R oebruck (1982). Furthermore it is shown, that the matrices, which are used to compute the test statistics, can be derived from the univariate “sums of squares” in the same manner as in the case of fixed models. The applicability of this theory is demonstrated by two examples.