Residuals in GMANOVA-MANOVA model with rank restrictions on parameters

Sammanfattning

Residuals in the GMANOVA-MANOVA model with rank restrictions on the mean parameters is considered. The main objective is to define residuals useful for evaluating the reduced rank restriction model. We decompose linear spaces into four subspaces as it can be done for the Extended Growth Curve model with two "profiles". The new residuals are defined by orthogonal projections on these subspaces. It is discussed how the new residuals can be used to test model assumptions.

Nyckelord

GMANOVA-MANOVA model; Latent variables; Rank restrictions on parameters; Residuals

Publicerad i

Journal of the Korean Statistical Society
2022, volym: 51, nummer: 1, sidor: 223-244
Utgivare: SPRINGER HEIDELBERG

SLU författare

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

UKÄ forskningsämne

Sannolikhetsteori och statistik

Publikationens identifierare

• DOI: https://doi.org/10.1007/s42952-021-00138-0

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/113013