Multiple population covariance structure analysis under arbitrary distribution theory
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 16 (7) , 1951-1964
- https://doi.org/10.1080/03610928708829482
Abstract
This paper states and proves the asymptotic properties of constrained generalized least squares estimators in the analysis of covariance structures in multiple populations with arbitrary distributions of variables. Asymptotic chi-square tests are also presented to permit evaluation of the goodness-of-fit of models. The currently known results for multiple population models based on variables that are multivariate normally distributed are obtained as a special case.Keywords
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