The goal of this paper was to verify the influence of the dependency structure among variables on the power of multivariate combination-based permutation tests in multidimensional applications. On the basis of the results of the simulation study, correlation seems to affect combination-based permutation tests by reducing power of multivariate tests. Future prospects concern some specific procedures aimed at possibly improving power of multivariate combination-based permutation tests. The application of special forms of combination function known as truncated product method [7] is under investigation to verify if it is possible to mitigate the negative effect on the power of combination-based multivariate permutation tests produced by an increasing level of correlation/association among responses.

The Influence of the Dependency Structure in Combination-Based Multivariate Permutation Tests in Case of Ordered Categorical Responses

ARBORETTI GIANCRISTOFARO, ROSA;CARROZZO, ANNA ELEONORA;BOATTO, VASCO LADISLAO;BARISAN, LUIGINO
2014

Abstract

The goal of this paper was to verify the influence of the dependency structure among variables on the power of multivariate combination-based permutation tests in multidimensional applications. On the basis of the results of the simulation study, correlation seems to affect combination-based permutation tests by reducing power of multivariate tests. Future prospects concern some specific procedures aimed at possibly improving power of multivariate combination-based permutation tests. The application of special forms of combination function known as truncated product method [7] is under investigation to verify if it is possible to mitigate the negative effect on the power of combination-based multivariate permutation tests produced by an increasing level of correlation/association among responses.
2014
Topics in Statistical Simulation
9781493921034
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/3157832
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