Tests for independence of two multivariate regression equations with different design matrices

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.

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Year of publication:	1984
Authors:	Kariya, Takeaki ; Fujikoshi, Yasunori ; Krishnaiah, P. R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 15.1984, 3, p. 383-407
Publisher:	Elsevier
Keywords:	Asymptotic distributions canonical correlations multivariate regression equations econometrics tests for independence

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

Persistent link: https://www.econbiz.de/10005199629