Multivariate analysis of variance: Difference between revisions

Revision as of 09:29, 30 November 2016

Revision as of 16:31, 19 December 2016

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Discussion continues over the merits of each,<ref name="Warne2014" /> although the greatest root leads only to a bound on significance which is not generally of practical interest. A further complication is that, except for the Roy's greatest root, the distribution of these statistics under the [[null hypothesis]] is not straightforward and can only be approximated except in a few low-dimensional cases.<ref>Camo http://www.camo.com/multivariate_analysis.html</ref>

An algorithm for the distribution of the Roy's largest root under the [[null hypothesis]] was derived in, <ref>{{Citation

|last=Chiani | first=M.

|year=2016

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|pages=467–471

|arxiv=1401.3987v3

}}</ref> while the distribution under the alternative is studied in. <ref>I.M. Johnstone, B. Nadler "Roy's largest root test under rank-one alternatives" arXiv preprint arXiv:1310.6581 (2013)</ref>.

The best-known [[approximation]] for Wilks' lambda was derived by [[C. R. Rao]].