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A note on Left-Spherically Distributed test with covariates

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  • Finos, Livio

Abstract

The Left-Spherically Distributed linear scores test of Läuter et al. (1998) (Läuter, J., Glimm, E., Kropf, S., 1998. Multivariate tests based on left-spherically distributed linear scores. Annals of Statistics 26, 1972-1988) is extended to account for nuisance parameters, particularly for covariates that are assumed to explain (part of) the response variables but are not under test. An R code is available on the someMTP package in CRAN.

Suggested Citation

  • Finos, Livio, 2011. "A note on Left-Spherically Distributed test with covariates," Statistics & Probability Letters, Elsevier, vol. 81(6), pages 639-641, June.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:6:p:639-641
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    References listed on IDEAS

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    1. Jürgen Läuter & Ekkehard Glimm & Markus Eszlinger, 2005. "Search for relevant sets of variables in a high‐dimensional setup keeping the familywise error rate," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 59(3), pages 298-312, August.
    2. Kherad-Pajouh, Sara & Renaud, Olivier, 2010. "An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1881-1893, July.
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    Cited by:

    1. A. Farcomeni & L. Finos, 2013. "FDR Control with Pseudo-Gatekeeping Based on a Possibly Data Driven Order of the Hypotheses," Biometrics, The International Biometric Society, vol. 69(3), pages 606-613, September.
    2. Aldo Solari & Livio Finos & Jelle J. Goeman, 2014. "Rotation-based multiple testing in the multivariate linear model," Biometrics, The International Biometric Society, vol. 70(4), pages 954-961, December.

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