Approximate Inferences in Multiresponse Regression Analysis
多响应回归分析中的近似推断
We present an approximate inference procedure for the multiresponse regression model. This can be used to determine approximate confidence regions or intervals and to formulate diagnostic tools such as standardized residuals and influence measures. The overall approximation is based on approximations at two stages. At the first stage, the multiresponse regression model is replaced by a generalized least-squares model using the estimated variance-covariance matrix of the…