The asymptotic validity of invariant procedures for the repeated measures model and multivariate linear model

Fairly general sufficient conditions are given to guarantee that invariant tests about means in the multivariate linear model and the repeated measures model have the correct asymptotic size when the normal assumption under which the tests are derived is relaxed. These conditions are the same as Huber's condition which guarantees asymptotic validity of the size of the F-test for the univariate linear model.

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Year of publication:	1984
Authors:	Arnold, Steven
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 15.1984, 3, p. 325-335
Publisher:	Elsevier
Keywords:	multivariate linear model repeated measures model asymptotic validity

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

Persistent link: https://www.econbiz.de/10005160420