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

Explain intervention analysis in time series, Intervention analysis in time...

Intervention analysis in time series : The extension of the autoregressive integrated moving average models applied to time series permitting for the study of the magnitude and str

Explain markers of disease progression, Markers of disease progression : Qu...

Markers of disease progression : Quantities which form a general monotonic series throughout the course of the disease and assist with its modelling. In uasual such quantities are

Ljung-box q-test, The Null Hypothesis - H0: There is no autocorrelation ...

The Null Hypothesis - H0: There is no autocorrelation The Alternative Hypothesis - H1: There is at least first order autocorrelation Rejection Criteria: Reject H0 if LBQ1 >

Dummy variable, Discuss the use of dummy variables in both multiple linear ...

Discuss the use of dummy variables in both multiple linear regression and non-linear regression. Give examples if possible

Explain interim analyses, Interim analyses : An analysis made before the pl...

Interim analyses : An analysis made before the planned end of a clinical trial, typically with the aim of detecting the treatment differences at the early stage and thus preventing

Define percentile, Percentile : The set or group of divisions which produce...

Percentile : The set or group of divisions which produce exactly 100 equal parts in the series of continuous values, like blood pressure, height, weight, etc. Hence a person with b

correlation, i will like to submit my project for you to do on chi-square,...

i will like to submit my project for you to do on chi-square, ANOVA, and correlation and simple regression. how can we do this?

Advanced managerial statistics, The objective of this assignment is to test...

The objective of this assignment is to test your understanding in the learning outcome (LO2) and learning outcome (LO3) and learning outcome (LO4). 1) This is a grouped assignme

Explain lancaster models., Lancaster models : The means of representing the...

Lancaster models : The means of representing the joint distribution of the set of variables in terms of the marginal distributions, supposing all the interactions higher than a par

Evaluate the statistical arguments, Evaluate the following statistical argu...

Evaluate the following statistical arguments. Begin by identifying the sample, population, and the property which is being investigated. Do these arguments sound acceptable? Would

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