A Test to Determine Closeness of Multivariate Satterthwaite's Approximation

The distribution of a nonnegative linear combination of mean square matrices associated with a balanced multivariate mixed model can be approximated by a central Wishart distribution. A necessary and sufficient condition for this approximation to be exact is presented. A multivariate test statistic is then developed to determine the closeness of the approximation for a given data set.

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Year of publication:	1994
Authors:	Khuri, A. I. ; Mathew, T. ; Nel, D. G.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 51.1994, 1, p. 201-209
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160625