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Keywords:
multivariate model; linear hypothesis; variance components; insensitive region
multivariate model; linear hypothesis; variance components; insensitive region
Summary:
In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.
References:
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[5] Rao C. R., Kleffe J.: Estimation of Variance Components and Applications. North–Holland, Amsterdam 1988 MR 0933559 | Zbl 0645.62073
[6] Rao C. R., Mitra S. K.: Generalized Inverse of Matrices and Its Applications. Wiley, New York 1971 MR 0338013 | Zbl 0261.62051
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