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F tests in normal models with commutative orthogonal block structures
by
Francisco Carvalho
Área Interdepartamental de Matemática, Escola Superior de Gestão de Tomar - Instituto Politécnico de Tomar
Coauthors: João Tiago Mexia
Departamento de Matemática, Faculdade de Ciências e Tecnologia - Universidade Nova de Lisboa
A model y=DT n+C has orthogonal block structure if it has variance-covariance matrix V = ∑f=1w gf Pf, where the P1, ..., Pf are mutually orthogonal projection matrices. If the orthogonal projection matrix on the range space of DT commutes with the P1, ..., Pw the model will have Commutative Orthogonal Block Structures. F tests are derived for estimable vector in models with COBS.
Date received: July 13, 2006
Copyright © 2006 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cath-60.