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The power of the likelihood ratio test for additional information in a multivariate linear model

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Summary

This paper deals with the likelihood ratio test for additional information in a multivariate linear model. It is shown that the power of the likelihood ratio test procedure has a monotonicity property. Asymptotic approximations for the power are also obtained.

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Authors and Affiliations

  1. Hiroshima University, Hiroshima, Japan

    Yasunori Fujikoshi

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  1. Yasunori Fujikoshi
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Fujikoshi, Y. The power of the likelihood ratio test for additional information in a multivariate linear model. Ann Inst Stat Math 33, 279–285 (1981). https://doi.org/10.1007/BF02480941

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  • DOI: https://doi.org/10.1007/BF02480941

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