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Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model

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  • Bai, Peng
  • Shi, Lei

Abstract

This paper studies the exact distributions of the MLEs of the regression coefficient matrices in a GMANOVA-MANOVA model with normal error. The unique conditions for linear functions of the MLEs of regression coefficient matrices are presented, and the exact density functions or characteristic functions for these linear functions are derived.

Suggested Citation

  • Bai, Peng & Shi, Lei, 2007. "Exact distributions of MLEs of regression coefficients in GMANOVA-MANOVA model," Journal of Multivariate Analysis, Elsevier, vol. 98(9), pages 1840-1852, October.
    • Handle: RePEc:eee:jmvana:v:98:y:2007:i:9:p:1840-1852
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    References listed on IDEAS

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    1. von Rosen, Dietrich, 1989. "Maximum likelihood estimators in multivariate linear normal models," Journal of Multivariate Analysis, Elsevier, vol. 31(2), pages 187-200, November.
    2. Kenward, M. G., 1986. "The distribution of a generalized least squares estimator with covariance adjustment," Journal of Multivariate Analysis, Elsevier, vol. 20(2), pages 244-250, December.
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