The likelihood ratio tests for the dimensionality of regression coefficients

Yasunori Fujikoshi

Journal of Multivariate Analysis, 1974, vol. 4, issue 3, 327-340

Abstract: In this paper we give a unified derivation of the likelihood ratio (LR) statistics for testing the hypothesis on the dimensionality of regression coefficients under a usual MANOVA model. We also derive the LR statistics under a general MANOVA model and study their asymptotic null and nonnull distributions. Further it is shown that the test statistic used by Bartlett [4] for testing the hypothesis that the last p-k canonical correlations are all zero is the LR statistic.

Keywords: LR; test; general; MANOVA; dimensionality; asymptotic; distribution; characteristic; root; Wishart; distribution; canonical; correlations (search for similar items in EconPapers)
Date: 1974
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Citations: View citations in EconPapers (4)

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