Comparison of tests on covariance structures of normal populations

Detalhes bibliográficos
Autor(a) principal: Campos, Isabella Marianne Costa
Data de Publicação: 2020
Outros Autores: Nogueira, Denismar Alves, Ferreira, Eric Batista, Butturi-Gomes, Davi
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Acta scientiarum. Technology (Online)
Texto Completo: http://www.periodicos.uem.br/ojs/index.php/ActaSciTechnol/article/view/44456
Resumo: In some studies, there is interest in testing the variance structure, as in the context of multivariate or modelling techniques. Therefore, the importance of using hypothesis tests on covariance structures is emphasized. The purpose of this study was to perform a detailed performance study regarding the power and type I error rate of some existing identity and sphericity tests, considering the scenarios with different numbers of variables (2 to 64) and sample sizes (5 to 100). The proposal of Ledoit and Wolf (2002) is the most appropriate to test the identity structure. For the sphericity test, the version of John (1972), modified by Ledoit and Wolf (2002), followed by the proposal of Box (1949), were the ones with the best performance.
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spelling Comparison of tests on covariance structures of normal populationsComparison of tests on covariance structures of normal populationsPowerType I Error rateLikelihood RatioMonte Carlo Simulationpower; type i error rate; likelihood ratio; monte carlo simulation.In some studies, there is interest in testing the variance structure, as in the context of multivariate or modelling techniques. Therefore, the importance of using hypothesis tests on covariance structures is emphasized. The purpose of this study was to perform a detailed performance study regarding the power and type I error rate of some existing identity and sphericity tests, considering the scenarios with different numbers of variables (2 to 64) and sample sizes (5 to 100). The proposal of Ledoit and Wolf (2002) is the most appropriate to test the identity structure. For the sphericity test, the version of John (1972), modified by Ledoit and Wolf (2002), followed by the proposal of Box (1949), were the ones with the best performance.In some studies, there is interest in testing the variance structure, as in the context of multivariate or modelling techniques. Therefore, the importance of using hypothesis tests on covariance structures is emphasized. The purpose of this study was to perform a detailed performance study regarding the power and type I error rate of some existing identity and sphericity tests, considering the scenarios with different numbers of variables (2 to 64) and sample sizes (5 to 100). The proposal of Ledoit and Wolf (2002) is the most appropriate to test the identity structure. For the sphericity test, the version of John (1972), modified by Ledoit and Wolf (2002), followed by the proposal of Box (1949), were the ones with the best performance.Universidade Estadual De Maringá2020-05-28info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://www.periodicos.uem.br/ojs/index.php/ActaSciTechnol/article/view/4445610.4025/actascitechnol.v42i1.44456Acta Scientiarum. Technology; Vol 42 (2020): Publicação contínua; e44456Acta Scientiarum. Technology; v. 42 (2020): Publicação contínua; e444561806-25631807-8664reponame:Acta scientiarum. Technology (Online)instname:Universidade Estadual de Maringá (UEM)instacron:UEMenghttp://www.periodicos.uem.br/ojs/index.php/ActaSciTechnol/article/view/44456/751375150101Copyright (c) 2019 Acta Scientiarum. Technologyhttps://creativecommons.org/licenses/by/4.0info:eu-repo/semantics/openAccessCampos, Isabella Marianne CostaNogueira, Denismar AlvesFerreira, Eric BatistaButturi-Gomes, Davi2020-06-23T17:13:57Zoai:periodicos.uem.br/ojs:article/44456Revistahttps://www.periodicos.uem.br/ojs/index.php/ActaSciTechnol/indexPUBhttps://www.periodicos.uem.br/ojs/index.php/ActaSciTechnol/oai||actatech@uem.br1807-86641806-2563opendoar:2020-06-23T17:13:57Acta scientiarum. Technology (Online) - Universidade Estadual de Maringá (UEM)false
dc.title.none.fl_str_mv Comparison of tests on covariance structures of normal populations
Comparison of tests on covariance structures of normal populations
title Comparison of tests on covariance structures of normal populations
spellingShingle Comparison of tests on covariance structures of normal populations
Campos, Isabella Marianne Costa
Power
Type I Error rate
Likelihood Ratio
Monte Carlo Simulation
power; type i error rate; likelihood ratio; monte carlo simulation.
title_short Comparison of tests on covariance structures of normal populations
title_full Comparison of tests on covariance structures of normal populations
title_fullStr Comparison of tests on covariance structures of normal populations
title_full_unstemmed Comparison of tests on covariance structures of normal populations
title_sort Comparison of tests on covariance structures of normal populations
author Campos, Isabella Marianne Costa
author_facet Campos, Isabella Marianne Costa
Nogueira, Denismar Alves
Ferreira, Eric Batista
Butturi-Gomes, Davi
author_role author
author2 Nogueira, Denismar Alves
Ferreira, Eric Batista
Butturi-Gomes, Davi
author2_role author
author
author
dc.contributor.author.fl_str_mv Campos, Isabella Marianne Costa
Nogueira, Denismar Alves
Ferreira, Eric Batista
Butturi-Gomes, Davi
dc.subject.por.fl_str_mv Power
Type I Error rate
Likelihood Ratio
Monte Carlo Simulation
power; type i error rate; likelihood ratio; monte carlo simulation.
topic Power
Type I Error rate
Likelihood Ratio
Monte Carlo Simulation
power; type i error rate; likelihood ratio; monte carlo simulation.
description In some studies, there is interest in testing the variance structure, as in the context of multivariate or modelling techniques. Therefore, the importance of using hypothesis tests on covariance structures is emphasized. The purpose of this study was to perform a detailed performance study regarding the power and type I error rate of some existing identity and sphericity tests, considering the scenarios with different numbers of variables (2 to 64) and sample sizes (5 to 100). The proposal of Ledoit and Wolf (2002) is the most appropriate to test the identity structure. For the sphericity test, the version of John (1972), modified by Ledoit and Wolf (2002), followed by the proposal of Box (1949), were the ones with the best performance.
publishDate 2020
dc.date.none.fl_str_mv 2020-05-28
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://www.periodicos.uem.br/ojs/index.php/ActaSciTechnol/article/view/44456
10.4025/actascitechnol.v42i1.44456
url http://www.periodicos.uem.br/ojs/index.php/ActaSciTechnol/article/view/44456
identifier_str_mv 10.4025/actascitechnol.v42i1.44456
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv http://www.periodicos.uem.br/ojs/index.php/ActaSciTechnol/article/view/44456/751375150101
dc.rights.driver.fl_str_mv Copyright (c) 2019 Acta Scientiarum. Technology
https://creativecommons.org/licenses/by/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2019 Acta Scientiarum. Technology
https://creativecommons.org/licenses/by/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade Estadual De Maringá
publisher.none.fl_str_mv Universidade Estadual De Maringá
dc.source.none.fl_str_mv Acta Scientiarum. Technology; Vol 42 (2020): Publicação contínua; e44456
Acta Scientiarum. Technology; v. 42 (2020): Publicação contínua; e44456
1806-2563
1807-8664
reponame:Acta scientiarum. Technology (Online)
instname:Universidade Estadual de Maringá (UEM)
instacron:UEM
instname_str Universidade Estadual de Maringá (UEM)
instacron_str UEM
institution UEM
reponame_str Acta scientiarum. Technology (Online)
collection Acta scientiarum. Technology (Online)
repository.name.fl_str_mv Acta scientiarum. Technology (Online) - Universidade Estadual de Maringá (UEM)
repository.mail.fl_str_mv ||actatech@uem.br
_version_ 1799315336937340928

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