Testing homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions

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Authors
Banerjee, Arijit
Issue Date
2010-04-23
Type
Conference paper
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en_US
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Abstract

A multivariate linear regression model Y~N (βM',Σ) is considered where some of the rows in the coefficient matrix β are constrained by synchronized order restrictions. A test scheme is derived for the homogeneity of the coefficient matrix using the likelihood-ratio test procedure under the assumption that the coefficient matrix Σ is known. When Σ is unknown, a new ad-hoc test statistic TH(Y) is proposed by replacing the covariance matrix with its estimator, where H is a non-empty subset of the row-index space {1,2,...,p}.The properties of TH(Y) are studied and a theorem is also stated on the distribution of TH(Y) which eventually helps us to estimate p-values using the Monte-Carlo method by simulation.

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Paper presented to the 6th Annual Symposium on Graduate Research and Scholarly Projects (GRASP) held at the Hughes Metropolitan Complex, Wichita State University, April 23, 2010.
Research completed at the Department of Mathematics and Statistics, College of Liberal Arts and Sciences
Citation
Banerjee, Arijit (2010). Testing homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions. -- In Proceedings: 6th Annual Symposium: Graduate Research and Scholarly Projects. Wichita, KS: Wichita State University, p. 73-74
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Wichita State University. Graduate School
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