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

Assignment, Different approaches to the study of early indian history

Different approaches to the study of early indian history

Dirichlet tessellation, A construction for events that happen in some plana...

A construction for events that happen in some planar area a, consisting of the series of 'territories' each of which comprises of that part of a closer to the particular event xi t

Explain kurtosis, Kurtosis: The extent to which the peak of the unimodal p...

Kurtosis: The extent to which the peak of the unimodal probability distribution or the frequency distribution departs from its shape of the normal distribution, by either being mo

Non-randomized clinical trial, Non-randomized clinical trial is the clinic...

Non-randomized clinical trial is the clinical trial in which the series of consecutive patients receive a new treatment and those which respond (according to some of the pre-defin

Quittingill effect, Quittingill effect is a  problem which occurs most fre...

Quittingill effect is a  problem which occurs most frequently in studies of the smoker cessation where smokers frequently quit smoking following the onset of the disease symptoms

Prepare a depreciation schedule for the rental equipment, Sam Tyler, a sing...

Sam Tyler, a single taxpayer, social security number 111-44-1111, bought Rental Equipment on 04/01/2010. He paid $400,000 including all closing and delivery costs. In the current y

Mba, Mention the characteristics of Statistics. Explain any two application...

Mention the characteristics of Statistics. Explain any two applications of Statistics.

Exponential order statistics model, The model which arises in the context o...

The model which arises in the context of estimating the size of the closed population where individuals within the population could be identified only during some of the observatio

Explain remedian, Remedian: The robust estimator of location which is comp...

Remedian: The robust estimator of location which is computed by an iterative process. By assuming that the sample size n can be written as bk where b and k are the integers, the s

Multivariate data, Multivariate data is the data for which each observatio...

Multivariate data is the data for which each observation consists of the values for more than one random variable. For instance, measurements on the blood pressure, temperature an

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