Multivariate analysis of variance, Advanced Statistics

Assignment Help:

Multivariate analysis of variance is the procedure for testing equality of the mean vectors of more than two populations for the multivariate response variable. The method is directly analogous to the analysis of the variance of univariate data except that the groups are compared on q response variables at the same time. In the univariate case, F-tests are used to assess hypotheses of interest. In the multivariate case, though, no single test statistic can be constructed which is optimal in all situations. The most extensively used of the available test statistics is Wilk' slambda (L) which is based on the three matrices W(the within groups matrix of the sums of squares and products), T (the total matrix of sums of the squares and cross-products)and B (the among groups matrix of sums of squares and the cross-products), can be defined as follows: 
966_multivariate analysis.png 
These matrices satisfy the following written equation
125_multivariate analysis1.png 

Wilk's lambda is given by ratio of the determinants of the W and T, that is

1917_multivariate analysis2.png 

The statistic, L, can be transformed to provide a F-test to assess null hypothesis of the equality of the population of the mean vectors. Additionally to L a number of other test statistics are available.


Related Discussions:- Multivariate analysis of variance

Differences total spot, The graphical process most frequently used in the a...

The graphical process most frequently used in the analysis of data from a two-by-two crossover design. For each of the subject the difference between the response variable values o

Linear Programming, 1. The production manager of Koulder Refrigerators must...

1. The production manager of Koulder Refrigerators must decide how many refrigerators to produce in each of the next four months to meet demand at the lowest overall cost. There i

Doubly ordered contingency tables, The contingency tables in which the row ...

The contingency tables in which the row and column both the categories follow a natural order. An instance for this might be, drug toxicity ranging from mild to severe, against the

Describe martingale, Martingale: In the gambling context the term at first...

Martingale: In the gambling context the term at first referred to a system for recouping losses by doubling the stake after each loss has occured. The modern mathematical concept

Glim, Glim is the software package specifically suited for fitting the gen...

Glim is the software package specifically suited for fitting the generalized linear models (the acronym stands for the Generalized Linear Interactive Modelling), including the log

Collapsing categories, Collapsing categories : A procedure generally applie...

Collapsing categories : A procedure generally applied to contingency tables in which the two or more row or column categories are combined, in number of cases so as to yield the re

Response feature analysis, Response feature analysis is the approach to th...

Response feature analysis is the approach to the analysis of longitudinal data including the calculation of the suitable summary measures from the set of repeated measures on each

Compute the portfolio expected return, (a) You are trying to develop a stra...

(a) You are trying to develop a strategy for investing in two different stocks, Stock A and Stock B. The anticipated annual return for a $1000 investment in each stock under four

Define recurrence risk, Recurrence risk : Usually the probability that an i...

Recurrence risk : Usually the probability that an individual experiences an event of interest given previous experience(s) of the event; for example, the probability of recurrence

Define informed consent, Informed consent: The consent needed from each po...

Informed consent: The consent needed from each potential participant former to random assignment in the clinical trial as speci?ed in the year 1996 version of Helsinki declaration

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd