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- W2042934909 abstract "It is shown that the least squares estimators of B and Σ in the multivariate linear model {EYi=X1B, D(Yi) =Σ, 1 ≤i≤n, Y1Yn uncorrelated} subject to the constraints YiM=XiN are just the usual least squares estimators B̂= (X'X)-1X'Y and ΣC = 1/n(Y-XB̂)(Y-XB̂) in the unconstrained model where Σ has full rank. Tests of hypotheses concerning B are discussed for situations in which each Yi has a multivariate normal distribution, and examples of the applicability of the model reviewed." @default.
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- W2042934909 date "1980-03-01" @default.
- W2042934909 modified "2023-10-11" @default.
- W2042934909 title "A NOTE ON THE MULTIVARIATE LINEAR MODEL WITH CONSTRAINTS ON THE DEPENDENT VECTOR" @default.
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- W2042934909 doi "https://doi.org/10.1111/j.1467-842x.1980.tb01156.x" @default.
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