Comparison of tests on covariance structures of normal populations
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| Format: | Artículo científico |
| Langue: | en |
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Universidade Estadual de Maringá
2020
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| _version_ | 1876425168044163072 |
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| author | Isabella Marianne Costa Campos |
| author_facet | Isabella Marianne Costa Campos |
| contents | Comparison of tests on covariance structures of normal populations Isabella Marianne Costa Campos Denismar Alves Nogueira Eric Batista Ferreira Davi Butturi Gomes Ingeniería Power likelihood ratio type I error rate Monte Carlo simulation In some studies, there is interest in testing the variance structure, as in the context of multivariate or modelling techniques. Therefore, the importance of using hypothesis tests on covariance structures is emphasized. The purpose of this study was to perform a detailed performance study regarding the power and type I error rate of some existing identity and sphericity tests, considering the scenarios with different numbers of variables (2 to 64) and sample sizes (5 to 100). The proposal of Ledoit and Wolf (2002) is the most appropriate to test the identity structure. For the sphericity test, the version of John (1972), modified by Ledoit and Wolf (2002), followed by the proposal of Box (1949), were the ones with the best performance. 2020 artículo científico 1806-2563 https://www.redalyc.org/articulo.oa?id=303265671049 https://www.redalyc.org/journal/3032/303265671049/ https://www.redalyc.org/journal/3032/303265671049/html/ https://www.redalyc.org/journal/3032/303265671049/303265671049.epub https://www.redalyc.org/journal/3032/303265671049/movil https://doi.org/10.4025/actascitechnol.v42i1.44456 en http://www.redalyc.org/revista.oa?id=3032 Acta Scientiarum. Technology application/pdf Universidade Estadual de Maringá Acta Scientiarum. Technology (Brasil) Vol.42 |
| format | Artículo científico |
| id | redalyc_303265671049 |
| institution | Redalyc |
| language | en |
| publishDate | 2020 |
| publisher | Universidade Estadual de Maringá |
| spellingShingle | Comparison of tests on covariance structures of normal populations Isabella Marianne Costa Campos Ingeniería Power likelihood ratio type I error rate Monte Carlo simulation Comparison of tests on covariance structures of normal populations Isabella Marianne Costa Campos Denismar Alves Nogueira Eric Batista Ferreira Davi Butturi Gomes Ingeniería Power likelihood ratio type I error rate Monte Carlo simulation In some studies, there is interest in testing the variance structure, as in the context of multivariate or modelling techniques. Therefore, the importance of using hypothesis tests on covariance structures is emphasized. The purpose of this study was to perform a detailed performance study regarding the power and type I error rate of some existing identity and sphericity tests, considering the scenarios with different numbers of variables (2 to 64) and sample sizes (5 to 100). The proposal of Ledoit and Wolf (2002) is the most appropriate to test the identity structure. For the sphericity test, the version of John (1972), modified by Ledoit and Wolf (2002), followed by the proposal of Box (1949), were the ones with the best performance. 2020 artículo científico 1806-2563 https://www.redalyc.org/articulo.oa?id=303265671049 https://www.redalyc.org/journal/3032/303265671049/ https://www.redalyc.org/journal/3032/303265671049/html/ https://www.redalyc.org/journal/3032/303265671049/303265671049.epub https://www.redalyc.org/journal/3032/303265671049/movil https://doi.org/10.4025/actascitechnol.v42i1.44456 en http://www.redalyc.org/revista.oa?id=3032 Acta Scientiarum. Technology application/pdf Universidade Estadual de Maringá Acta Scientiarum. Technology (Brasil) Vol.42 |
| title | Comparison of tests on covariance structures of normal populations |
| topic | Ingeniería Power likelihood ratio type I error rate Monte Carlo simulation |
| url | https://www.redalyc.org/articulo.oa?id=303265671049 https://www.redalyc.org/journal/3032/303265671049/ https://www.redalyc.org/journal/3032/303265671049/html/ https://www.redalyc.org/journal/3032/303265671049/303265671049.epub https://www.redalyc.org/journal/3032/303265671049/movil https://doi.org/10.4025/actascitechnol.v42i1.44456 |