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

Please answer this question, How large would the sample need to be if we ar...

How large would the sample need to be if we are to pick a 95% confidence level sample: (i) From a population of 70; (ii) From a population of 450; (iii) From a population of 1000;

Explain non-response, Non-response is the term generally used for the fail...

Non-response is the term generally used for the failure to give the relevant information being collected in the survey. Poor response can be because of the variety of causes, for

Complier average causal effect (cace), Complier average causal effect (CACE...

Complier average causal effect (CACE): The treatment effect amid true compliers in the clinical trial. For the suitable response variable, the CACE is given by the difference in o

Draw histogram of income, The skewness is a measure of asymmetry and as it ...

The skewness is a measure of asymmetry and as it is positive at 4.29, it is greater than zero which reveals that the tail extends to the right indicating the distribution to be mor

Extreme value distribution, The probability distribution, f (x), of largest...

The probability distribution, f (x), of largest extreme can be given as    The location parameter, α is the mode and β is the scale parameter. The mean, variance skewn

Group divisible design, Group visible design is an arrangement of the v mn ...

Group visible design is an arrangement of the v mn treatments in b blocks such that: * Each block comprises k distinct treatments k5v; * Each treatment is replicated r number

Pie chart, Pie chart is an extensively used graphical technique for presen...

Pie chart is an extensively used graphical technique for presenting relative frequencies related with the observed values of the categorical variable. The chart comprises of a cir

Regression, regression line drawn as Y=C+1075x, when x was 2, and y was 239...

regression line drawn as Y=C+1075x, when x was 2, and y was 239, given that y intercept was 11. calculate the residual

Quatitative methods, An oil company is considering whether or not to bid fo...

An oil company is considering whether or not to bid for an offshore drilling contract. If they bid, the value would be $600m with a 65% chance of gaining the contract. The company

Profile plots, Profile plots  is a technique of representing the multivaria...

Profile plots  is a technique of representing the multivariate data graphically. Each of the observation is represented by a diagram comprising of a sequence of equispaced vertical

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