A comparison of two tests in multivariate models
-
Jitka Machalová
and
Lubomír Kubáček
Abstract
In multivariate models the test usually used for a linear hypothesis is the Wilks lambda test. There does not seem to be a need for any alternative. However, if the covariance matrix is parameterized by a few parameters only, and the parameters can be estimated, the problem arises whether a “plug-in” test, which approximates the test in a situation where the covariance matrix is totally known, is more suitable. A partial answer to this question is given in the paper. The sensitivity approach is used in order to check how this principle works in a situation where a plug-in procedure can be compared with another, already established, procedure.
This work was supported by IGA grant IGA PrF 2015 013, Mathematical Models of the Internal Grant Agency of the Palacký University in Olomouc.
References
[1] Fišerová, E.—Kubáček, L.: Sensitivity analysis for the decomposition of mixed partitioned multivariate models into two seemingly unrelated submodels, Austrian Journal of Statistics 43 (2014), 167–179.10.17713/ajs.v43i3.29Search in Google Scholar
[2] Humak, K. M. S.: Statistische Methoden der Modellbildung, Akademie Verlag, Berlin, 1977.Search in Google Scholar
[3] Kshirsagar, A. M.: Multivariate Analysis, Marcel Dekker, Inc. New York, 1972.Search in Google Scholar
[4] Kubáček, L.: Multivariate Statistical Models Revisited, Palacký University, Olomouc, 2008.Search in Google Scholar
[5] Rao, C. R.: Linear Statistical Inference and its Applications, John Wiley & Sons, Inc., New York-London-Sydney, 1965.Search in Google Scholar
[6] Rao, C. R.—Kleffe, J.: Estimation of Variance Components and Applications, North-Holland, Amsterdam-New York-Oxford-Tokyo, 1988.Search in Google Scholar
[7] Rao, C. R.—Mitra, S. K.: Generalized Inverse of Matrices and its Applications, John Wiley & Sons, New York-London-Sydney-Toronto, 1971.Search in Google Scholar
© 2017 Mathematical Institute Slovak Academy of Sciences
Articles in the same Issue
- Some results in local Hilbert algebras
- A note on residuated po-groupoids and lattices with antitone involutions
- The first law of cubology for the Rubik’s Revenge
- Conditional associativity in orthomodular lattices
- A monotonicity property for generalized Fibonacci sequences
- Systems of conditionally independent sets
- On the k-th order lfsr sequence with public key cryptosystems
- On parametric spaces of bicentric quadrilaterals
- Character sums with an explicit evaluation
- Some remarks on formal power series and formal Laurent series
- The co-rank of the fundamental group: The direct product, the first Betti number, and the topology of foliations
- On prime and semiprime generalized hyperaction of hypermonoid
- On O’Malley ϱ-upper continuous functions
- Uniqueness theorems for finitely additive probabilities on quantum structures
- Some results on differential-difference analogues of Brück conjecture
- Oscillation of neutral second order half-linear differential equations without commutativity in deviating arguments
- On support, separation and decomposition theorems for t-Wright-concave functions
- A characterization of holomorphic bivariate functions of bounded index
- Asymptotic expansion of double Laplace-type integrals with a curve of minimal points and application to an exit time problem
- The geometry of two-valued subsets of Lp-spaces
- Hemi-slant submanifolds as warped products in a nearly Kaehler manifold
- A comparison of two tests in multivariate models
- Modelling prescription behaviour of general practitioners
- Characterization of congruence lattices of principal p-algebras
Articles in the same Issue
- Some results in local Hilbert algebras
- A note on residuated po-groupoids and lattices with antitone involutions
- The first law of cubology for the Rubik’s Revenge
- Conditional associativity in orthomodular lattices
- A monotonicity property for generalized Fibonacci sequences
- Systems of conditionally independent sets
- On the k-th order lfsr sequence with public key cryptosystems
- On parametric spaces of bicentric quadrilaterals
- Character sums with an explicit evaluation
- Some remarks on formal power series and formal Laurent series
- The co-rank of the fundamental group: The direct product, the first Betti number, and the topology of foliations
- On prime and semiprime generalized hyperaction of hypermonoid
- On O’Malley ϱ-upper continuous functions
- Uniqueness theorems for finitely additive probabilities on quantum structures
- Some results on differential-difference analogues of Brück conjecture
- Oscillation of neutral second order half-linear differential equations without commutativity in deviating arguments
- On support, separation and decomposition theorems for t-Wright-concave functions
- A characterization of holomorphic bivariate functions of bounded index
- Asymptotic expansion of double Laplace-type integrals with a curve of minimal points and application to an exit time problem
- The geometry of two-valued subsets of Lp-spaces
- Hemi-slant submanifolds as warped products in a nearly Kaehler manifold
- A comparison of two tests in multivariate models
- Modelling prescription behaviour of general practitioners
- Characterization of congruence lattices of principal p-algebras
