Practical methods for computing power in testing the multivariate general linear hypothesis
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Publication:1061479
DOI10.1016/0167-9473(84)90002-1zbMath0571.65119OpenAlexW2067813945MaRDI QIDQ1061479
Bercedis L. Peterson, Keith E. Muller
Publication date: 1984
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(84)90002-1
MANOVAnoncentral distributionsF approximationsHotelling-Lawley tracePillai-Bartlett traceWilks' lambda
Optimal statistical designs (62K05) Hypothesis testing in multivariate analysis (62H15) Probabilistic methods, stochastic differential equations (65C99)
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An empirical study of the type I error rate and power for some selected normal-theory and nonparametric tests of the independence of two sets of variables ⋮ Hypothesis Testing in Multivariate Linear Models with Randomly Missing Data ⋮ The distribution of the ratio of independent central wishart determinants ⋮ Calculating power for the general linear multivariate model with one or more Gaussian covariates ⋮ Exact distributions of two non-central generalized Wilks's statistics ⋮ Methods for analyzing multivariate phenotypes in genetic association studies ⋮ On Sample Size of the Kruskal-Wallis Test with Application to a Mouse Peritoneal Cavity Study ⋮ Power and sample size calculations for multivariate linear models with random explanatory variables ⋮ Regression based thresholds in principal loading analysis ⋮ Simple approximation of sample size for the bivariate normal ⋮ Power and Sample Size for Fixed-Effects Inference in Reversible Linear Mixed Models ⋮ SAMPLE SIZE FOR COMPARING LINEAR GROWTH CURVES
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