On the performance of some statistics in discriminant analysis based on covariates

Kocherlakota Subrahmaniam and Kathleen Subrahmaniam

Journal of Multivariate Analysis, 1976, vol. 6, issue 2, 330-337

Abstract: In this paper we study the behavior of three statistics suggested for testing the hypothesis, H0 : [mu]1 = [mu]2, in the two sample case, in the presence of covariables. Power comparisons are made in the case when [delta]2, the difference of the mean vectors in the covariates, is not equal to zero. This extends an earlier paper of the authors [Sanklya Ser. B35 51-78], where [delta]2 was assumed to be equal to zero. The results reiterate those obtained in the above cited paper that for low observed values of Dq2 one would use t2 otherwise t3 would be recommended. The statistic t1 does not seem to be appropriate for testing this hypothesis.

Keywords: Discriminant; analysis; with; covariates; testing; equality; of; mean; vectors; power; function (search for similar items in EconPapers)
Date: 1976
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(76)90041-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:6:y:1976:i:2:p:330-337

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().