On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions

JOURNAL OF MULTIVARIATE ANALYSIS

卷:107

Article

Hu, Xiaomi¹ 

[1] Wichita State Univ, Dept Math & Stat, Wichita, KS 67260 USA

关键词: Closed convex cone;    Hypothesis testing;    Multivariate linear regression;    Power function;    Projection;   

DOI  :  10.1016/j.jmva.2012.01.006

来源: Elsevier

【 摘 要 】

The tests on the homogeneity of the columns of the coefficient matrix in a multiple multivariate linear regression with some rows of the matrix constrained by synchronized orderings, using the test statistics obtained by replacing the unknown variance-covariance matrix with its estimator in likelihood ratio test statistics, form a family of ad hoc tests. It is shown in this paper that the tests in the family share the same alpha-level critical values and follow the same distributions for computing their p-values. A sufficient condition is established for other tests to enjoy these properties, and to be more powerful. Two such more powerful tests are examined. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

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