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

Takeaki Kariya, Yasunori Fujikoshi and P. R. Krishnaiah

Journal of Multivariate Analysis, 1984, vol. 15, issue 3, 383-407

Abstract: In this paper, the authors considered various procedures for testing for the independence of two multivariate regression equations with different design matrices. Asymptotic null distributions as well as nonnull distributions under local alternatives of the test statistics associated with the above procedures are also derived.

Keywords: Asymptotic; distributions; canonical; correlations; multivariate; regression; equations; econometrics; tests; for; independence (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (2)

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