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

Institutional surveys, Institutional surveys are the surveys in which the ...

Institutional surveys are the surveys in which the primary sampling units are the institutions, for instance, hospitals. Within each of the sampled institution, a sample of the pa

Quantative methods, I need help solving a problem using excel.

I need help solving a problem using excel.

Calculate cutoff values and analyzing histograms, 1. You are interested in ...

1. You are interested in investigating if being above or below the median income (medloinc) impacts ACT means (act94) for schools. Complete the necessary steps to examine univariat

Distance sampling, The technique of sampling used in the ecology for determ...

The technique of sampling used in the ecology for determining how much plants or animals are in a given fixed region. A set of randomly placed lines or points is recognized and the

Decision theory, A unified approach to all problems of prediction, estimati...

A unified approach to all problems of prediction, estimation, and hypothesis testing. It is based on concept of the decision function, which tells the performer of experiment how t

Explain Geographical information system (gis), Geographical information sys...

Geographical information system (gis): The software and hardware configurations through which the digital georeferences are processed and displayed. Used to recognize the geograph

Collective risk models, Collective risk models : The models applied to insu...

Collective risk models : The models applied to insurance portfolios which do not create direct reference to the risk characteristics of individual members of the portfolio when des

Barnard, Barnard, George Alfred (1915^2002) : Born in Walthamstow in the ea...

Barnard, George Alfred (1915^2002) : Born in Walthamstow in the east of London, Barnard achieved a scholarship to St. John's College, Cambridge, from where he graduated in the math

Zero sumgame, Zero sumgame is a game played by the number of persons in wh...

Zero sumgame is a game played by the number of persons in which the winner takes all stakes given by the losers so that the algebraic sum of gains at any stage is zero. Number of

What is harris and stevens forecasting, Harris and Stevens forecasting is ...

Harris and Stevens forecasting is the method of making short term forecasts in the time series which is subject to abrupt changes in pattern and the transient effects. Instances o

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