文章基本信息

标题：Multivariate regression analysis with dependent observations: conditions for the invariance of the distribution of the Lawley-Hotelling test for the model utility
作者：Laurie M. Meaux ; Dean M. Young ; John W. Seaman Jr. 等
期刊名称：Statistica
印刷版ISSN：1973-2201
出版年度：1994
卷号：54
期号：2
页码：139-150
DOI：10.6092/issn.1973-2201/675
语种：English
出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：In this paper we derive necessary and sufficient conditions on the error covariance structure such that the Lawley-Hotelling statistic for testing model utility is invariant from its distribution under the usual assumption of normal i.i.d. observation vectors. We, therefore, generalize the work of Arnold (1979), Ghosh and Sinha (1980), and Tranquilli and Baldesarri (1988).