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Some tests for the allometric extension model in regression

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  • James R. Schott

Abstract

The allometric extension model is a multivariate regression model recently proposed by Tarpey and Ivey (2006). This model holds when the matrix of covariances between the variables in the response vector y and the variables in the vector of regressors x has a particular structure. In this paper, we consider tests of hypotheses for this structure when (y′, x′)′ has a multivariate normal distribution. In particular, we investigate the likelihood ratio test and a Wald test.

Suggested Citation

  • James R. Schott, 2017. "Some tests for the allometric extension model in regression," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(12), pages 6112-6118, June.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:12:p:6112-6118
    DOI: 10.1080/03610926.2015.1118510
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