Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matrices
Autor(a) principal: | |
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Data de Publicação: | 2008 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Ciência e Agrotecnologia (Online) |
Texto Completo: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1413-70542008000100023 |
Resumo: | The present work emphasizes the importance of testing hypothesis on homogeneity of covariance matrices from multivariate k populations. The violation of the assumption of the homogeneity of covariance matrices affects the performance of the tests and the coverage probability of the confidence regions. This work intends to apply two tests of homogeneity of covariance and to evaluate type I error rates and power using Monte Carlo simulation in normal populations and robustness in non normal populations. Multivariate Bartlett's test (MBT) and its bootstrap version (MBTB) were used. Different configurations are tested combining sample sizes, number of variates, correlation and number of populations. Results show that the bootstrap test was considered superior to the asymptotic test and robust, since it controls the type error I rate. |
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Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matricesSimulationtype I error ratepower, Monte CarloThe present work emphasizes the importance of testing hypothesis on homogeneity of covariance matrices from multivariate k populations. The violation of the assumption of the homogeneity of covariance matrices affects the performance of the tests and the coverage probability of the confidence regions. This work intends to apply two tests of homogeneity of covariance and to evaluate type I error rates and power using Monte Carlo simulation in normal populations and robustness in non normal populations. Multivariate Bartlett's test (MBT) and its bootstrap version (MBTB) were used. Different configurations are tested combining sample sizes, number of variates, correlation and number of populations. Results show that the bootstrap test was considered superior to the asymptotic test and robust, since it controls the type error I rate.Editora da UFLA2008-02-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S1413-70542008000100023Ciência e Agrotecnologia v.32 n.1 2008reponame:Ciência e Agrotecnologia (Online)instname:Universidade Federal de Lavras (UFLA)instacron:UFLA10.1590/S1413-70542008000100023info:eu-repo/semantics/openAccessSilva,Roberta Bessa VelosoFerreira,Daniel FurtadoNogueira,Denismar Alveseng2008-03-12T00:00:00Zoai:scielo:S1413-70542008000100023Revistahttp://www.scielo.br/cagroPUBhttps://old.scielo.br/oai/scielo-oai.php||renpaiva@dbi.ufla.br|| editora@editora.ufla.br1981-18291413-7054opendoar:2022-11-22T16:30:16.726290Ciência e Agrotecnologia (Online) - Universidade Federal de Lavras (UFLA)true |
dc.title.none.fl_str_mv |
Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matrices |
title |
Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matrices |
spellingShingle |
Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matrices Silva,Roberta Bessa Veloso Simulation type I error rate power, Monte Carlo |
title_short |
Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matrices |
title_full |
Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matrices |
title_fullStr |
Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matrices |
title_full_unstemmed |
Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matrices |
title_sort |
Robustness of asymptotic and bootstrap tests for multivariate homogeneity of covariance matrices |
author |
Silva,Roberta Bessa Veloso |
author_facet |
Silva,Roberta Bessa Veloso Ferreira,Daniel Furtado Nogueira,Denismar Alves |
author_role |
author |
author2 |
Ferreira,Daniel Furtado Nogueira,Denismar Alves |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Silva,Roberta Bessa Veloso Ferreira,Daniel Furtado Nogueira,Denismar Alves |
dc.subject.por.fl_str_mv |
Simulation type I error rate power, Monte Carlo |
topic |
Simulation type I error rate power, Monte Carlo |
description |
The present work emphasizes the importance of testing hypothesis on homogeneity of covariance matrices from multivariate k populations. The violation of the assumption of the homogeneity of covariance matrices affects the performance of the tests and the coverage probability of the confidence regions. This work intends to apply two tests of homogeneity of covariance and to evaluate type I error rates and power using Monte Carlo simulation in normal populations and robustness in non normal populations. Multivariate Bartlett's test (MBT) and its bootstrap version (MBTB) were used. Different configurations are tested combining sample sizes, number of variates, correlation and number of populations. Results show that the bootstrap test was considered superior to the asymptotic test and robust, since it controls the type error I rate. |
publishDate |
2008 |
dc.date.none.fl_str_mv |
2008-02-01 |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1413-70542008000100023 |
url |
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1413-70542008000100023 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
10.1590/S1413-70542008000100023 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
text/html |
dc.publisher.none.fl_str_mv |
Editora da UFLA |
publisher.none.fl_str_mv |
Editora da UFLA |
dc.source.none.fl_str_mv |
Ciência e Agrotecnologia v.32 n.1 2008 reponame:Ciência e Agrotecnologia (Online) instname:Universidade Federal de Lavras (UFLA) instacron:UFLA |
instname_str |
Universidade Federal de Lavras (UFLA) |
instacron_str |
UFLA |
institution |
UFLA |
reponame_str |
Ciência e Agrotecnologia (Online) |
collection |
Ciência e Agrotecnologia (Online) |
repository.name.fl_str_mv |
Ciência e Agrotecnologia (Online) - Universidade Federal de Lavras (UFLA) |
repository.mail.fl_str_mv |
||renpaiva@dbi.ufla.br|| editora@editora.ufla.br |
_version_ |
1799874964515454976 |