Inference about the Parameters of the Multilinear Model with Equi-Correlated Responses
S. Khan (1994). Inference about the Parameters of the Multilinear Model with Equi-Correlated Responses. Journal of Statistical Research, Vol. 28, No. 1-2, pp. 163-176.
Abstract
This paper provides the structural analysis of a heteroscedastic multilinear model with equi-correlated responses. First the procedure for the structural inference for the parameters of the model has been developed for the general error distribution. Then the joint and the marginal structural distributions of the regression and the scale parameters, that serve as the basis for the inference regarding these parameters, have been obtained for the multivariate normal errors. The marginal likelihood estimate and the likelihood ratio test have been obtained for the inference about the equi-correlation parameter. The marginal structural distribution of an arbitrary subset of regression parameters is also found.
Fulltext PDF not available for this article.
