Type I Error Rates for Yao’s and James Tests of Equality of Mean Vectors Under VarianceCovariance Heteroscedasticity

James Algina and Kezhen L. Tang

Journal of Educational and Behavioral Statistics, 1988, vol. 13, issue 3, 281-290

Abstract: For Yao’s and James’ tests, Type I error rates were estimated for various combinations of the number of variables (p), samplesize ratio (n 1 : n 2 ), sample-size-to-variables ratio, and degree of heteroscedasticity. These tests are alternatives to Hotelling’s T 2 and are intended for use when the variance-covariance matrices are not equal in a study using two independent samples. The performance of Yao’s test was superior to that of James’. Yao’s test had appropriate Type I error rates when p ≥ 10, (n 1 + n 2 )/p ≥ 10, and 1:2 ≤ n 1 :n 2 ≤ 2:1. When (n 1 + n 2 )/p = 20, Yao’s test was robust when n 1 : n 2 was 5:1, 3:1, and 4:1 and p was 2, 6, and 10, respectively.

Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:sae:jedbes:v:13:y:1988:i:3:p:281-290

DOI: 10.3102/10769986013003281

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