MULTIVARIATE PAIRED COMPARISONS: SOME LARGE-SAMPLE RESULTS ON ESTIMATION AND TESTS OF EQUALITY OF PREFERENCE.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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The paper is a second one on multivariate paired comparisons. The first paper contained the methodology and this paper contains some large-sample results on estimation and test of preference equality. The limiting normal distribution is derived for the joint distribution of estimators for attribute preferences and correlations the dispersion matrix derived indicates desired asymptotic variances and covariances. The likelihood ratio test of equality of preference parameters has the noncentral chi-square limiting distribution and its noncentrality parameter is given under local alternatives. Asymptotic efficiencies of the method of paired comparisons relative to a multiple multivariate sign test are computed.
- Statistics and Probability