Abstract
SummaryTukey's non‐additivity test in an analysis of variance model is extended to a multivariate linear model with covariates. If non‐additivity is found to exist, a Wilks's Lambda test for the dimensionality of the matrix of the non‐additivity parameters is derived and the Lambda criterion is then factorized into two independent test criteria to test meaningful hypotheses concerning the multivariate model.
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