ABSTRACT
The use of a multivariate model is appropriate when the response variable in an experiment has several different characteristics that might be related in some way, e.g., height, weight, blood pressure, glucose level. The purpose of this chapter is to extend as much as possible the results of Chapters IV and VII to the multivariate model. Thus, the objectives include:
formulation of the JS for a multivariate model by both the EB and the pure frequentist approach;
formulation of EBEs for the simultaneous estimation of parameters of r multivariate linear models;
where possible, evaluation of the exact MSEs of the EBEs with and without averaging over the prior distribution;
approximation of the MSE for some of the cases where it is not possible to obtain exact results.
