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- Title
Percentage points for a test of rank in multivariate components of variance.
- Authors
AMEMIYA, YASUO; ANDERSON, T. W.; LEWIS, PETER A. W.
- Abstract
In the balanced one-way multivariate analysis of variance with random effects the likelihood ratio criterion for testing that the rank of the covariance matrix of the effect vector is not greater than a specified number is considered. The limiting distribution of −2 times the logarithm of the criterion is the distribution of the sum of squares of the positive characteristic roots of a certain random symmetric matrix. This paper presents exact and simulated quantiles of this limiting distribution for a number of cases depending on the difference between the dimensionality and the specified rank.
- Publication
Biometrika, 1990, Vol 77, Issue 3, p637
- ISSN
0006-3444
- Publication type
Article