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Activity Number: 28
Type: Contributed
Date/Time: Sunday, August 6, 2006 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract - #306405
Title: An Exact Test for Testing the Equality of Parameter Matrices in Two Multivariate Linear Models
Author(s): Jinadasa K. Gamage*+ and Malwane M. A. Ananda
Companies: Illinois State University and University of Nevada, Las Vegas
Address: Department of Mathematics, Normal, IL, 61790-4520,
Keywords: multivariate linear models ; generalized p-values ; heteroscedasticity
Abstract:

A method of testing the hypothesis of equality of parameter matrices in two independent multivariate linear models is presented using the generalized p-values under the assumption of error matrix variate normality and heteroscedasticity. This method calculates the exact p-value in the generalized sense. Even for the homoscedastic case there are no exact tests available for this testing problem. Nel (1997) provided an approximate degrees of freedom test to test this hypothesis.

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