A note on the bias of O'Brien's OLS test

被引：7

作者：

Frick, H ^{[1
]}

机构：

[1] INST DATENANALYSE & VERSUCHSPLANUNG,GAUTING,GERMANY

来源：

BIOMETRICAL JOURNAL | 1997年 / 39卷 / 01期

关键词：

Ordinary Least Squares test; level exceedance;

D O I：

10.1002/bimj.4710390112

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

O'Brien's Ordinary Least Squares (OLS) test is a well known procedure for testing the multivariate one-sided hypothesis when the covariance matrix is unknown. Simulation results have been reported where the actual test level exceeds the nominal one. Here it is shown analytically that the actual level is always larger than the nominal one if the covariance matrix is nonnegative.

引用

页码：125 / 128

页数：4

共 12 条

[1]

Anderson T., 1984, INTRO MULTIVARIATE S

[2] A simple multivariate test for one-sided alternatives [J].