A Test for Multivariate Structure
نویسندگان
چکیده
We present a test for detecting`multivariate structure' in data sets. This procedure consists of transforming the data to remove the correlations, then discretizing the data and nally, studying the cell counts in the resulting contingency table. A formal test can be performed using the usual chi-squared test statistic. We give the limiting distribution of the chi-squared statistic and also present simulation results to examine the accuracy of this limiting distribution in nite samples. Several examples show that our procedure can detect a variety of diierent types of structure. Our examples include data with clustering, digitized speech data, and residuals from a tted time series model. The chi-squared statistic can also be used as a test for multivariate normality.
منابع مشابه
On the multivariate variation control chart
Multivariate control charts such as Hotelling`s T^ 2 and X^ 2 are commonly used for monitoring several related quality characteristics. These control charts use correlation structure that exists between quality characteristics in an attempt to improve monitoring. The purpose of this article is to discuss some issues related to the G chart proposed by Levinson et al. [9] for detecting shifts in ...
متن کاملAn improved structure models to explain retention behavior of atmospheric nanoparticles
The quantitative structure-retention relationship (QSRR) of nanoparticles in roadside atmosphere against the comprehensive two-dimensional gas chromatography which was coupled to high-resolution time-of-flight mass spectrometry was studied. The genetic algorithm (GA) was employed to select the variables that resulted in the best-fitted models. After the variables were selected, the linear multi...
متن کاملRisk Management in Oil Market: A Comparison between Multivariate GARCH Models and Copula-based Models
H igh price volatility and the risk are the main features of commodity markets. One way to reduce this risk is to apply the hedging policy by future contracts. In this regard, in this paper, we will calculate the optimal hedging ratios for OPEC oil. In this study, besides the multivariate GARCH models, for the first time we use conditional copula models for modelling dependence struc...
متن کاملModelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures
In this paper, a multivariate fundamental skew probit (MFSP) model is used to model correlated ordinal responses which are constructed from the multivariate fundamental skew normal (MFSN) distribution originate to the greater flexibility of MFSN. To achieve an appropriate VC structure for reaching reliable statistical inferences, many types of variance covariance (VC) structures are considered ...
متن کاملOn the Multivariate Rasch Model: Assessing Collaboration in Multiple Choice Tests
We examine the Rasch model for latent structure para- meters in binary and multiple response questionnaires and develop methodologies and data-analytic tools for assessing collaboration/che- ating in multiple choice tests
متن کاملOutlier test for a group of multivariate observations
Assume that we have m independent random samples each of size n from Np(; ) and our goal is to test whether or not the ith sample is an outlier (i=1,2,…..m). To date it is well known that a test statistics exist whose null distribution is Betta and given the relationship between Betta and F distribution, an F test statistic can be used. In the statistical literature however a clear and preci...
متن کامل