The Annals of Statistics
- Ann. Statist.
- Volume 3, Number 2 (1975), 461-466.
Tests for the General Linear Hypothesis Under the Multiple Design Multivariate Linear Model
The generalization of the standard model for MANOVA which allows for the possibility of different "design" matrices for the variates is known as the multiple design multi variate linear model. For example, in multivariate regression analysis we might have polynomial models of different degree in the "independent" variates. In this paper, new tests are given for the general linear hypothesis under the multiple design multivariate model and in one case the corresponding critical region is "inverted" to obtain simultaneous confidence intervals on certain functions of the location parameters.
Ann. Statist., Volume 3, Number 2 (1975), 461-466.
First available in Project Euclid: 12 April 2007
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McDonald, Lyman. Tests for the General Linear Hypothesis Under the Multiple Design Multivariate Linear Model. Ann. Statist. 3 (1975), no. 2, 461--466. doi:10.1214/aos/1176343072. https://projecteuclid.org/euclid.aos/1176343072