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

Hill-climbing algorithm, Hill-climbing algorithm is  an algorithm which is ...

Hill-climbing algorithm is  an algorithm which is made in use in those techniques of cluster analysis which seek to find the partition of n individuals into g clusters by optimizin

Double sampling, The procedure in which initially the sample of subjects is...

The procedure in which initially the sample of subjects is selected for generating the auxillary information only, and then the second sample is selected in which the variable of i

Forest plot, A name sometimes given to the type of diagram generally used i...

A name sometimes given to the type of diagram generally used in meta-analysis, in which point estimates and confidence intervals are displayed for all the studies included in the a

Define matching coefficient, Matching coefficient is a similarity coeffici...

Matching coefficient is a similarity coefficient for data consisting of the number of binary variables which is often used in cluster analysis. It can be given as follows    he

Homework and Assignment assistance for RES610 Course, Interested in 10 hour...

Interested in 10 hour program with twice a week tutoring for 1 hour each. Need tutor to assist with answering the assignment questions for the next 5 weeks.

Band matrix, Band matrix: A matrix which has its non zero elements arrange...

Band matrix: A matrix which has its non zero elements arranged uniformly near to the diagonal, so that aij = 0 if (i - j)> ml or (j - i)> mu where aij are the elements of matrix a

Queuing, The number of passengers arriving at an airport terminal average 1...

The number of passengers arriving at an airport terminal average 1200 each hour. To process passengers (check in, take luggage, etc) take an average of 6 minutes each. There are

Classification matrix, Classification matrix: A term many times used in di...

Classification matrix: A term many times used in discriminant analysis for the matrix summarizing the results and outputs obtained from the derived classi?cation rule, and obtaine

Multi-hit model, Multi-hit model is the model for a toxic response which r...

Multi-hit model is the model for a toxic response which results from the random occurrence of one or the more fundamental biological events. A response is supposed to be induced o

Probability., 5. Packages from a machine a normally distributed with a mean...

5. Packages from a machine a normally distributed with a mean 200g and its standard deviation 2grams. Find the probability that a package from the machine weighs a) Less than

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