O'Reilly logo

APPLIED MULTIVARIATE STATISTICS: WITH SAS® SOFTWARE by Dayanand N. Naik, Ravindra Khattree

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

3.5. Testing Hypotheses: Linear Hypotheses

One important aspect of statistical inference is testing the hypothesis of interest. In the context of multivariate linear models, the hypotheses may be functions of

  • matrix B only,

  • matrix Σ only, or

  • both B and Σ.

In this section, we will confine the discussion to hypotheses that are functions of B only. Certain hypotheses involving the matrix Σ are discussed in Chapters 5 and 6.

A hypothesis on B may be of interest in a variety of situations. It may be needed in the context of data reduction, to test the redundancy of certain variables, or in connection with model reduction schemes as in the process of selecting variables. Of course a number of hypotheses are important in their own right, e.g., when a ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required