COMBINING INDEPENDENT TESTS IN MULTIVARIATE LINEAR-MODELS

Authors
Citation
Lp. Zhou et T. Mathew, COMBINING INDEPENDENT TESTS IN MULTIVARIATE LINEAR-MODELS, Journal of Multivariate Analysis, 51(2), 1994, pp. 265-276
Citations number
8
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
0047259X
Volume
51
Issue
2
Year of publication
1994
Pages
265 - 276
Database
ISI
SICI code
0047-259X(1994)51:2<265:CITIML>2.0.ZU;2-D
Abstract
A class of independent multivariate linear models is considered, havin g a common parameter matrix Theta in their means, but having different covariance matrices. For testing H-0:Theta=0, some test procedures ar e derived, which combine the information from the different models. In the context of the interblock analysis of block designs, simulated po wers of some combined tests are reported in the bivariate case, for co mbining the intra- and interblock tests based on the Wilk's Lambda cri terion. The numerical results indicate that the combined tests offer s ubstantial improvement in power compared to the Wilk's Lambda test bas ed only on intrablock information. (C) 1994 Academic Press, Inc.