Independent normal quadratic forms: The Cochrans theorem implication that {yTPi y} are independent when Pi Pj =
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Independent normal quadratic forms: The Cochran’s theorem implication that {yTPi y}
are independent when Pi Pj = 0 extends to this result (Searle 1997, Chapter 2): When y ∼ N(????, V), yTAy and yTBy are independent if and only if AVB = 0.
Section 3.2: Significance Tests for Normal Linear Models
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Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
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