Document Type
Discussion Paper
Publication Date
11-1-1984
CFDP Number
731
CFDP Pages
13
Abstract
This paper extends earlier results, which were reported in [7], to include non null distributions. As in [7], attention is concentrated on the Wald statistic for testing general linear restrictions on the coefficients in the multivariate linear model. The results of the present paper encompass the null distributions derived in [7] and generalize all previously known results for such statistics as the standard regression test and Hotelling’s T 2 test.
Recommended Citation
Phillips, Peter C.B. and Ouliaris, Sam, "The Exact Distribution of the Wald Statistic: The Non-Central Case" (1984). Cowles Foundation Discussion Papers. 971.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/971