Test for independence of two multivariate regression equations with different design matrices

DOI10.1016/0047-259X(84)90058-7zbMath0558.62047OpenAlexW2053656083MaRDI QIDQ762856

P. R. Krishnaiah, Takeaki Kariya, Yasunori Fujikoshi

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90058-7

zbMATH Keywords

canonical correlationstests for independencedifferent design matricesmultivariate regression equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (6)

One-sided tests for independence of seemingly unrelated regression equations ⋮ Tests for sphericity under correlated multivariate regression equations model ⋮ Invariant Polynomials and Related Tests ⋮ On tests for selection of variables and independence under multivariate regression models ⋮ Distribution theory for some tests of independence of seemingly unrelated regressions ⋮ Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.

Cites Work

• The general MANOVA problem
• Estimation of seemingly unrelated regression equations
• Asymptotic non-null distributions of the likelihood ratio criteria for covariance matrix under local alternatives
• Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Admissible Tests in Multivariate Analysis of Variance
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Tests for the independence between two seemingly unrelated regression equations
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