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The likelihood ratio tests for the dimensionality of regression coefficients
Authors:Yasunori Fujikoshi
Institution:Department of Mathematics, Faculty of General Education, Kobe University, Kobe, Japan
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:62H15  62H10  general MANOVA  dimensionality  asymptotic distribution  characteristic root  Wishart distribution  canonical correlations
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