Key points are not available for this paper at this time.
A model is described which contains as special cases a large number of models for the analysis of covariance structures. Using rules for a calculus of functions of matrices given by McDonald & Swaminathan (1973), the first and second derivatives are given, for any loss function, with respect to the parameters of the hypothesis, thus enabling a variety of methods of fitting and testing it.
Roderick P. McDonald (Mon,) studied this question.