Some tests for the allometric extension model in regression

James R. Schott

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 12, 6112-6118

Abstract: The allometric extension model is a multivariate regression model recently proposed by Tarpey and Ivey (2006). This model holds when the matrix of covariances between the variables in the response vector y and the variables in the vector of regressors x has a particular structure. In this paper, we consider tests of hypotheses for this structure when (y′, x′)′ has a multivariate normal distribution. In particular, we investigate the likelihood ratio test and a Wald test.

Date: 2017
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DOI: 10.1080/03610926.2015.1118510

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