The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model

Steven Arnold

Journal of Multivariate Analysis, 1984, vol. 15, issue 3, 325-335

Abstract: Fairly general sufficient conditions are given to guarantee that invariant tests about means in the multivariate linear model and the repeated measures model have the correct asymptotic size when the normal assumption under which the tests are derived is relaxed. These conditions are the same as Huber's condition which guarantees asymptotic validity of the size of the F-test for the univariate linear model.

Keywords: multivariate; linear; model; repeated; measures; model; asymptotic; validity (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (3)

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