search for: laeuter

I uploaded the package "multilm_0.1.tar.gz", which implements multivariate linear models and test procedures (T^2 and stabilized multivariate procedures by Laeuter et. al.). The function "multilm" allows the specification of multivariate linear models Y = X B + E, parameter restrictions Z B = 0 and linear hypotheses K B = 0. The Hotelling T^2 test ist computed and also p-values are available (an approximation of the null distribution by Laeuter...