Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model

DOI10.1016/J.CSDA.2008.01.014MaRDI QIDQ1023752zbMATH OpenOpenAlexFDO

Authors Zuzana Hrdličková

Publication date 16 June 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2008.01.014

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10) Generalized linear models (logistic models) (62J12)

Recommendations

• A monte carlo study of the power of alternative tests under the generalized manova model
• Practical methods for computing power in testing the multivariate general linear hypothesis
• A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions
• A comparison of some manova-type tests based on least distances
• Comparison of powers and exact bahadur slopes of some tests for dimensionality in manova models

Cites work

• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 54139 (Why is no real title available?)
• Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
• Asymptotic Statistics
• Asymptotic expansions of the distributions of some test statistics in generalized linear models
• Asymptotic testing theory for generalized linear models
• Computing the distribution of quadratic forms in normal variables
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Nonnull asymptotic distributions of three classic criteria in generalised linear models

Cited in

(4)

• Power of the test in one-way ANOVA type models with Poisson distributed variables
• Practical methods for computing power in testing the multivariate general linear hypothesis
• A monte carlo study of the power of alternative tests under the generalized manova model
• A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions

Describes a project that uses

Uses Software

• Matlab
• Fahrmeir
• multrnd
• Cdfchi

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