• Title/Summary/Keyword: Lawley-Hotelling Trace

Search Result 3, Processing Time 0.02 seconds

A Study on Multivariate Tests in the Profile Analysis (프로파일 분석에서의 다변량 검정법 비교 연구)

  • 박진경;박태성
    • The Korean Journal of Applied Statistics
    • /
    • v.12 no.1
    • /
    • pp.97-107
    • /
    • 1999
  • 프로파일 분석은 반복측정 자료를 분석하는데 있어서 널리 사용되는 다변량 분석모형이다. 프로파일 분석에서는 처리 그룹간의 비교와 반응 프로파일의 평행성 검정을 위해서 4가지 검정통계량이 널리 사용되고 있다. 이들 검정통계량은 Wilks의 통계량($\Lambda$), Pillai's Trace 통계량(V), Hotelling-Lawley Trace 통계량(U), Roy's Maximum Root 통계량($\Theta$ )이다. 그 동안 이들 통계량들을 비교하기 위한 여러 연구가 있었지만 주로 일반적인 다변량 분산분석 모형에 근거한 비교였다. 본 논문에서는 자료가 반복측정 자료이고 우리의 관심이 프로파일 분석에 있을 때에 이 4가지 통계량의 비교에 초점을 맞추었다.

  • PDF

Outlier Detection in Growth Curve Model

  • Shim, Kyu-Bark
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.2
    • /
    • pp.313-323
    • /
    • 2003
  • For the growth curve model with arbitrary covariance structure, known as unstructured covariance matrix, the problems of detecting outliers are discussed in this paper. In order to detect outliers in the growth curve model, the test statistics using U-distribution is established. After detecting outliers in growth curve model, we test homo and/or hetero-geneous covariance matrices using PSR Quasi-Bayes Criterion. For illustration, one numerical example is discussed, which compares between before and after outlier deleting.

  • PDF

MULTIPLE DELETION MEASURES OF TEST STATISTICS IN MULTIVARIATE REGRESSION

  • Jung, Kang-Mo
    • Journal of applied mathematics & informatics
    • /
    • v.26 no.3_4
    • /
    • pp.679-688
    • /
    • 2008
  • In multivariate regression analysis there exist many influence measures on the regression estimates. However it seems to be few of influence diagnostics on test statistics in hypothesis testing. Case-deletion approach is fundamental for investigating influence of observations on estimates or statistics. Tang and Fung (1997) derived single case-deletion of the Wilks' ratio, Lawley-Hotelling trace, Pillai's trace for testing a general linear hypothesis of the regression coefficients in multivariate regression. In this paper we derived more extended form of those measures to deal with joint influence among observations. A numerical example is given to illustrate the effect of joint influence on the test statistics.

  • PDF