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 ...
Get APPLIED MULTIVARIATE STATISTICS: WITH SAS® SOFTWARE now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
