Author/Authors
EKİZ, Ufuk Gazi Üniversitesi - Fen Edebiyat Fakültesi - İstatistik Bölümü, Turkey , EKİZ, Meltem Gazi Üniversitesi - Fen Edebiyat Fakültesi - İstatistik Bölümü, Turkey
Title Of Article
TESTING THE EQUALITY OF THE CORRELATION MATRICES WITH THE PERMUTATION TEST
شماره ركورد
41838
Abstract
In this study, the emprical rejection levels of the Shipley’s test based on permutations are calculated by using the Monte Carlo procedure in order to test the hypothesis of the equality of correlation matrices of different populations, involving p variables. These values are obtained for normal and mixtures of normal distributed three population and are investigated when the expected rejection level is 0.05, 0.10 and 0.20 and the sample size differs from 3 to 10. In respect of the simulation results, the emprical rejection levels of the normal data seems to be very close to the expected rejection levels. Separately, since all the results are smaller than α in case of mixtures of normal data, the test statistic appears to be robust for non-normal (mixtures of normal) data too.
From Page
43
NaturalLanguageKeyword
Equality of correlation matrices , Permutation test , Exchangeability.
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
To Page
48
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
Link To Document