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Tests for independence of two multivariate regression equations with different design matrices |
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| Authors: | Takeaki Kariya Yasunori Fujikoshi P. R. Krishnaiah |
| Affiliation: | Hitotsubashi University, Tokyo, Japan;Hiroshima University, Hiroshima, Japan;University of Pittsburgh USA |
| 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 |
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