Some Tests For The Allometric Extension Model In Regression

Keywords

Allometric extension; likelihood ratio test; Wald test

Abstract

The allometric extension model is a multivariate regression model recently proposed by Tarpey and Ivey (2006). This model holds when the matrix of covariances between the variables in the response vector y and the variables in the vector of regressors x has a particular structure. In this paper, we consider tests of hypotheses for this structure when (y′, x′)′ has a multivariate normal distribution. In particular, we investigate the likelihood ratio test and a Wald test.

Publication Date

6-18-2017

Publication Title

Communications in Statistics - Theory and Methods

Volume

46

Issue

12

Number of Pages

6112-6118

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1080/03610926.2015.1118510

Socpus ID

85014778082 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/85014778082

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