Robustness and comparison of Wilks’ test statistic for two-way MANOVA
Joint Authors
Amin, Abd Allah A.
Jaazi, Asil A.
Source
al-Qadisiyah Journal for Computer Science and Mathematics
Issue
Vol. 12, Issue 1 (31 Mar. 2020), pp.1-23, 23 p.
Publisher
University of al-Qadisiyah College of computer Science and Information Technology
Publication Date
2020-03-31
Country of Publication
Iraq
No. of Pages
23
Main Subjects
Abstract EN
The classical Wilks’ statistic is mostly used to test hypotheses in the two way multivariate analysis of variance (MANOVA), which is highly sensitive to the effects of outliers.
The non-robustness of test statistics based on normal theory has lead many researchers to study different options.
In this paper, we presented a robust version of the Wilks’ test statistic based on highly robust and efficient is reweighted minimum covariance determinant estimates (RMCD).
Monte Carlo simulations are used to evaluate the performance of the test statistics under various distributions.
In addition, type I error rate results and test power are considered as statistical tools for comparing test statistics.
American Psychological Association (APA)
Amin, Abd Allah A.& Jaazi, Asil A.. 2020. Robustness and comparison of Wilks’ test statistic for two-way MANOVA. al-Qadisiyah Journal for Computer Science and Mathematics،Vol. 12, no. 1, pp.1-23.
https://search.emarefa.net/detail/BIM-1264355
Modern Language Association (MLA)
Amin, Abd Allah A.& Jaazi, Asil A.. Robustness and comparison of Wilks’ test statistic for two-way MANOVA. al-Qadisiyah Journal for Computer Science and Mathematics Vol. 12, no. 1 (2020), pp.1-23.
https://search.emarefa.net/detail/BIM-1264355
American Medical Association (AMA)
Amin, Abd Allah A.& Jaazi, Asil A.. Robustness and comparison of Wilks’ test statistic for two-way MANOVA. al-Qadisiyah Journal for Computer Science and Mathematics. 2020. Vol. 12, no. 1, pp.1-23.
https://search.emarefa.net/detail/BIM-1264355
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 22-23
Record ID
BIM-1264355