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Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large

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  • Yamada, Takayuki
  • Sakurai, Tetsuro
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    Abstract

    This paper is concerned with the testing problem of generalized multivariate linear hypothesis for the mean in the growth curve model(GMANOVA). Our interest is the case in which the number of the observed points p is relatively large compared to the sample size N. Asymptotic expansions of the non-null distributions of the likelihood ratio criterion, Lawley–Hotelling’s trace criterion and Bartlett–Nanda–Pillai’s trace criterion are derived under the asymptotic framework that N and p go to infinity together, while p/N→c∈(0,1). It also can be confirmed that Rothenberg’s condition on the magnitude of the asymptotic powers of the three tests is valid when p is relatively large, theoretically and numerically.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 3 ()
    Pages: 692-698

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    Handle: RePEc:eee:stapro:v:82:y:2012:i:3:p:692-698

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    Related research

    Keywords: Asymptotic expansion of non-null distribution; Classical test criteria; GMANOVA; (p/n)-asymptotic; Rothenberg’s condition on power;

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