On randomization in multivariate analysis of variance

DOI10.1016/0378-3758(87)90114-5MaRDI QIDQ1091705zbMATH OpenOpenAlexFDO

Authors Dhanwant S. Gill, Mínoru Siotani

Publication date 1987

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(87)90114-5

zbMATH Keywords

doubly noncentral multivariate betaMANOVA test proceduremultivariate analysis of variancenoncentral Wishart distributionspermutation distributionplot effectsrandomized block designWilks' statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10) Statistical block designs (62K10)

Review text

When plot effects are modeled in a randomized block design in multivariate analysis of variance, the error and hypothesis matrices have independent noncentral Wishart distributions. When the noncentrality matrices of these distributions have unit rank, the distribution of resulting Wilks' statistic is doubly noncentral (linear case). It has been proved that averaging out the doubly noncentral distribution of Wilks' statistic with respect to the permutation distribution resulting from randomization, under the null hypothesis, does give the usual central distribution of Wilks' test statistic used for multivariate analysis of variance. Thus, it provides a mathematically rigorous proof for the justification of randomization, a key factor for the validity of the MANOVA test procedure.

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Cites work

• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Conditions for Wishartness and Independence of Second Degree Polynomials in a Normal Vector
• scientific article; zbMATH DE number 3067111 (Why is no real title available?)
• Some Extensions of the Wishart Distribution
• The effect of randomization on the analysis of randomized block design
• The Non-Central Multivariate Beta Distribution
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
• The Relationship Algebra of an Experimental Design

Cited in

(3)

• The use of randomization in repeated measurements
• On the Durbin-Wagle randomization device and some of its applications
• Siotani's Contributions to Multivariate Statistical Analysis

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