Multiple population covariance structure analysis under arbitrary distribution theory
Journal
Communications in Statistics - Theory and Methods
Journal Volume
16
Journal Issue
7
Pages
1951-1964
Date Issued
1987
Author(s)
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.
SDGs
Type
journal article