Title

The Exact Distribution of the Wald Statistic: The Non-Central Case

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.

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