The purpose of this paper is, in multivariate linear regression model (Part I) and GMANOVA model (Part II), to investigate the effect of nonnormality upon the nonnull distributions of some multivariate test statistics under normality. It is shown that whatever the underlying distributions, the...

Intraclass correlation models with missing data at random are considered. With a properly reduced model, a general method, which allows repeated observations with missing data in a non-monotone pattern, is proposed to construct exact test statistics and simultaneous confidence intervals for...