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A Test to Determine Closeness of Multivariate Satterthwaite's Approximation

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  • Khuri, A. I.
  • Mathew, T.
  • Nel, D. G.

Abstract

The distribution of a nonnegative linear combination of mean square matrices associated with a balanced multivariate mixed model can be approximated by a central Wishart distribution. A necessary and sufficient condition for this approximation to be exact is presented. A multivariate test statistic is then developed to determine the closeness of the approximation for a given data set.

Suggested Citation

  • Khuri, A. I. & Mathew, T. & Nel, D. G., 1994. "A Test to Determine Closeness of Multivariate Satterthwaite's Approximation," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 201-209, October.
    • Handle: RePEc:eee:jmvana:v:51:y:1994:i:1:p:201-209
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    Cited by:

    1. Mortarino, Cinzia, 2005. "A decomposition for a stochastic matrix with an application to MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 134-144, January.
    2. Dayanand Naik & Shantha Rao, 2001. "Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(1), pages 91-105.

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