Accession Number:

ADA591103

Title:

Consistency of Invariants for the Multivariate Analysis of Variance

Descriptive Note:

Technical rept. no. 20

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1987-10-01

Pagination or Media Count:

25.0

Abstract:

Two notions of consistency of invariant tests for tbe MANOVA testing problems are examined and compared sample size consistency the classical notion and parameter consistency, which requires chat for fixed sample size, the power of the test approaches one for any sequence of alternatives whose distance from the null hypothesis approaches infinity. The Roy, Lawley-Hotelling, and likelihood ratio Wilks criterion tests are consistent in both senses, whereas the Bartlett-Nanda-Pillai trace test, although sample size consistent, is not parameter consistent unless the significance level a or the error degrees of freedom n is sufficiently large.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE