In this paper the authors combine the equicorrelation and equivariance test introduced by Wilks  with the likelihood ratio test (l.r.t.) for independence of groups of variables to obtain the l.r.t. of block equicorrelation and equivariance. This test or its single block version may find applications in many areas as in psychology, education, medicine, genetics and they are important “in many tests ofmultivariate analysis,e.g. in MANOVA, Profile Analysis,Growth Curve analysis,etc” [12, 9]. By decomposing the overall hypothesis into the hypotheses of independence of groups of variables and the hypothesis of equicorrelation and equivariance we are able to obtain the expressions for the overall l.r.t. statistic and its moments. From these we obtain a suitable factorization of the characteristic function (c.f.) of the logarithm of the l.r.t. statistic, which enables us to develop highly manageable and precise near-exact distributions for the test statistic.
|Title of host publication||AIP Conference Proceedings|
|Publication status||Published - 1 Jan 2013|
|Event||International Conference on Mathematical Sciences and Statistics (ICMSS) - |
Duration: 1 Jan 2013 → …
|Conference||International Conference on Mathematical Sciences and Statistics (ICMSS)|
|Period||1/01/13 → …|