A Note on Testing for Multivariate Effect Sizes
Neil H. Timm
Journal of Educational and Behavioral Statistics, 1999, vol. 24, issue 2, 132-145
Abstract:
This note provides the investigator with an overall test procedure for testing the significance of multivariate effect sizes, assuming a regression model for the vector of effects, using Wald's statistic. Given a regression model of the form δ = Xβ, the step down Finite Intersection Test (FIT) procedure is used to test that all effect sizes are zero. Finally, an overall study effect size is proposed. Large sample tests are developed that involve the multivariate chi-square distribution.
Keywords: finite intersection test; meta-analysis (search for similar items in EconPapers)
Date: 1999
References: Add references at CitEc
Citations:
Downloads: (external link)
https://journals.sagepub.com/doi/10.3102/10769986024002132 (text/html)
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:sae:jedbes:v:24:y:1999:i:2:p:132-145
DOI: 10.3102/10769986024002132
Access Statistics for this article
More articles in Journal of Educational and Behavioral Statistics
Bibliographic data for series maintained by SAGE Publications ().