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Updated: Jan 20, 2026

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Some Results for the Normal Manova Linear Functional Relationships Model
1New Mexico State University, Las Cruces, New Mexico, U.S.A.
Abstract:
Given the normal multivariate linear regression model Y = BX + E, with B subjected to the linear restrictions H BJ = W A, J known, W and H unknown, A known, the maximum likelihood estimates of H, B, W, are obtained. A likelihood ratio test criterion for testing H = H0 , W = W0 is provided. The results are extended to the GMANOVA model. All results are obtained in terms of the original variates directly, unlike Healy (1980) who obtains the results for the MANOVA model in terms of the canonical transformations of the original variates.
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