A Study of Multivariate Permutation Tests Which May Replace Hotelling's T2 Test in Prescribed Circumstances
| Autor: | Karniski W, Blair Rc, Higgins Jj, Kromrey Jd |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Multivariate statistics Multivariate analysis Experimental and Cognitive Psychology General Medicine Test (assessment) Correlation Permutation Arts and Humanities (miscellaneous) Statistics Econometrics Treatment effect Sensitivity (control systems) Mathematics Statistical hypothesis testing |
| Zdroj: | Multivariate behavioral research. 29(2) |
| ISSN: | 0027-3171 |
| Popis: | Multivariate permutation tests are described and studied which may be profitably substituted for Hotelling's one-sample P test in situations commonly arising in behavioral science research. These tests (a) may be computed even when the number of variables exceeds the number of subjects, (b) are distribution-free, (c) may be tailored for sensitivity to specific treatment alternatives, and (d) provide one-sided as well as two-sided tests of hypotheses. Power comparisons were made between the permutation tests and Hotelling's T(2) test under a variety of treatment effect model, correlation structure and number of variables combinations. Results show that the permutation tests have significant power advantages over the T(2) in a variety of circumstances, but may have considerably less power in others. |
| Databáze: | OpenAIRE |
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