Distributions of certain test statistics in multivariate regression

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dc.contributor.advisorTroskie, Casper Gen_ZA
dc.contributor.authorCoutsourides, Dimitrisen_ZA
dc.date.accessioned2016-03-28T14:34:05Z
dc.date.available2016-03-28T14:34:05Z
dc.date.issued1980en_ZA
dc.descriptionIncludes bibliography.en_ZA
dc.description.abstractThis thesis is principally concerned with test criteria for testing different hypotheses for the multivariate regression. In this preface a brief summary of each of the succeeding chapters is given. In Chapter 1 the problem of testing the equality of two population multiple correlation coefficients in identical regression experiments has been studied. The author's results are extentions to those of Schuman and Bradley. In Chapter 2 the results of Chapter 1 are extended to the multivariate case, in other words, the author has constructed tests in order to test the equality of two population generalized multiple correlation matrices. In Chapter 3 the author shows that the Ridge Regression, Principal Components and Shrunken estimators yield the same central t and F statistics as the ordinary least square estimator. In Chapter 4 using the results of Aitken, simultaneous tests for the Cp-criterion of Mallows are constructed. Some comments on extrapolation and prediction are made. In Chapter 5 the Ridge and Principal components residuals are studied. Their use for detecting outliers, when multi-collinearity is present, is examined.en_ZA
dc.identifier.apacitationCoutsourides, D. (1980). <i>Distributions of certain test statistics in multivariate regression</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/18283en_ZA
dc.identifier.chicagocitationCoutsourides, Dimitris. <i>"Distributions of certain test statistics in multivariate regression."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 1980. http://hdl.handle.net/11427/18283en_ZA
dc.identifier.citationCoutsourides, D. 1980. Distributions of certain test statistics in multivariate regression. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Coutsourides, Dimitris AB - This thesis is principally concerned with test criteria for testing different hypotheses for the multivariate regression. In this preface a brief summary of each of the succeeding chapters is given. In Chapter 1 the problem of testing the equality of two population multiple correlation coefficients in identical regression experiments has been studied. The author's results are extentions to those of Schuman and Bradley. In Chapter 2 the results of Chapter 1 are extended to the multivariate case, in other words, the author has constructed tests in order to test the equality of two population generalized multiple correlation matrices. In Chapter 3 the author shows that the Ridge Regression, Principal Components and Shrunken estimators yield the same central t and F statistics as the ordinary least square estimator. In Chapter 4 using the results of Aitken, simultaneous tests for the Cp-criterion of Mallows are constructed. Some comments on extrapolation and prediction are made. In Chapter 5 the Ridge and Principal components residuals are studied. Their use for detecting outliers, when multi-collinearity is present, is examined. DA - 1980 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 1980 T1 - Distributions of certain test statistics in multivariate regression TI - Distributions of certain test statistics in multivariate regression UR - http://hdl.handle.net/11427/18283 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/18283
dc.identifier.vancouvercitationCoutsourides D. Distributions of certain test statistics in multivariate regression. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 1980 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/18283en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Statistical Sciencesen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherMathematical Statisticsen_ZA
dc.titleDistributions of certain test statistics in multivariate regressionen_ZA
dc.typeDoctoral Thesis
dc.type.qualificationlevelDoctoral
dc.type.qualificationnamePhDen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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