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ABSTRACT
Given a l i n e a r r e g r e s s i o n model =
J&
+ ,g,
where g has a m u l t i v a r i a t e normal. d i s t r i b u t i o n N( Q, &
) consequences of t h e erroneous assumption t.hat g i s d i s t r i b u t e d a s NC2 , J,
)are considered. For a general l i n e a r hypothesis concerning the p r a n e t e r s
& ,
i n a general node1 t h e J i s t r i b u t i o n of t h e s t a t i s t i c t o t e s t t h e hypothesis, derived under t h eerroneous assumption i s s t u d i e d . P a r t i c u l a r l i n e a r hypotllases concerning p a r t i c u l a r l i n e a r models a r e i n v e s t i g a t e d s o as t o d e s c r i b e t h e e f f e c t s of va.rious p z t t e r n s of s e r i a l c o r r e l a t i o n on t h e test s t a t i s t i c s a r i s i n g from t h e s e fiypotheses. Att91ition i s s p e c i a l l y p a i d t o t h e models o f one- and two- way a n a l y s i s of variance.
