Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large

Takayuki Yamada and Tetsuro Sakurai

Statistics & Probability Letters, 2012, vol. 82, issue 3, 692-698

Abstract: This paper is concerned with the testing problem of generalized multivariate linear hypothesis for the mean in the growth curve model(GMANOVA). Our interest is the case in which the number of the observed points p is relatively large compared to the sample size N. Asymptotic expansions of the non-null distributions of the likelihood ratio criterion, Lawley–Hotelling’s trace criterion and Bartlett–Nanda–Pillai’s trace criterion are derived under the asymptotic framework that N and p go to infinity together, while p/N→c∈(0,1). It also can be confirmed that Rothenberg’s condition on the magnitude of the asymptotic powers of the three tests is valid when p is relatively large, theoretically and numerically.

Keywords: Asymptotic expansion of non-null distribution; Classical test criteria; GMANOVA; (p/n)-asymptotic; Rothenberg’s condition on power (search for similar items in EconPapers)
Date: 2012
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715211003865
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:stapro:v:82:y:2012:i:3:p:692-698

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

DOI: 10.1016/j.spl.2011.12.004

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().