### Abstract

Original language | English |
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Place of Publication | Tilburg |

Publisher | Econometrics |

Number of pages | 11 |

Volume | 2004-85 |

Publication status | Published - 2004 |

### Publication series

Name | CentER Discussion Paper |
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Volume | 2004-85 |

### Fingerprint

### Keywords

- approximation theory
- distribution
- models
- simulation

### Cite this

*Approximations of the Generalized Wilks' Distribution*. (CentER Discussion Paper; Vol. 2004-85). Tilburg: Econometrics.

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**Approximations of the Generalized Wilks' Distribution.** / Raats, V.M.

Research output: Working paper › Discussion paper › Other research output

TY - UNPB

T1 - Approximations of the Generalized Wilks' Distribution

AU - Raats, V.M.

N1 - Pagination: 11

PY - 2004

Y1 - 2004

N2 - Wilks' lambda and the corresponding Wilks' distribution are well known concepts in testing in multivariate regression models.The topic of this paper is a generalization of the Wilks distribution.This generalized Wilks' distribution is relevant for testing in multivariate regression models with monotone missing data.Just as the (usual) Wilks distribution can be approximated by the x2-distribution of Bartlett (1947), the generalized Wilks' distribution can be approximated by x2-distributions in more or less the same way.We use Box transformations to derive the x2-approximations and compare them by simulation.

AB - Wilks' lambda and the corresponding Wilks' distribution are well known concepts in testing in multivariate regression models.The topic of this paper is a generalization of the Wilks distribution.This generalized Wilks' distribution is relevant for testing in multivariate regression models with monotone missing data.Just as the (usual) Wilks distribution can be approximated by the x2-distribution of Bartlett (1947), the generalized Wilks' distribution can be approximated by x2-distributions in more or less the same way.We use Box transformations to derive the x2-approximations and compare them by simulation.

KW - approximation theory

KW - distribution

KW - models

KW - simulation

M3 - Discussion paper

VL - 2004-85

T3 - CentER Discussion Paper

BT - Approximations of the Generalized Wilks' Distribution

PB - Econometrics

CY - Tilburg

ER -