Dimensionality in Manova Tested by a Closed Testing Procedure
AbstractThe decision on dimensionality of the space spanned by general linear functions of the parameter matrix of a MANOVA model is considered. This problem is related to the investigation, whether graphically or analytically, of significant empirical departures from the overall null hypothesis on these functions. A closed testing procedure for a sequence of relevant hypotheses is proposed. Unlike the classical procedures based on asymptotic distributions of the likelihood ratio statistics, the proposed method ensures that the Type I familywise error rate does not exceed the nominal[alpha]-level. Also, it is consistent with testing the overall null hypothesis, while relying on tests of subsequent linear hypotheses implied by the former. Examples are given to compare the proposed procedure with a classical one.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 65 (1998)
Issue (Month): 2 (May)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Fujikoshi, Yasunori, 1974. "The likelihood ratio tests for the dimensionality of regression coefficients," Journal of Multivariate Analysis, Elsevier, vol. 4(3), pages 327-340, September.
- Seo, T. & Kanda, T. & Fujikoshi, Y., 1995. "The Effects of Nonnormality of Tests for Dimensionality in Canonical Correlation and MANOVA Models," Journal of Multivariate Analysis, Elsevier, vol. 52(2), pages 325-337, February.
- Lejeune, Michel & Calinski, Tadeusz, 2000. "Canonical Analysis Applied to Multivariate Analysis of Variance," Journal of Multivariate Analysis, Elsevier, vol. 72(1), pages 100-119, January.
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