Abstract

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.

Keywords

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

Published in

Journal of the Korean Statistical Society
2022, Volume: 51, number: 1, pages: 223-244
Publisher: SPRINGER HEIDELBERG

SLU Authors

• von Rosen, Dietrich

  • Department of Energy and Technology, Swedish University of Agricultural Sciences
    

UKÄ Subject classification

Probability Theory and Statistics


Publication identifier

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

Permanent link to this page (URI)

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