Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors
✍ Scribed by Albert Satorra; Heinz Neudecker
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 388 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0047-259X
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✦ Synopsis
Asymptotic chi-squared test statistics for testing the equality of moment vectors are developed. The test statistics proposed are generalized Wald test statistics that specialize for different settings by inserting an appropriate asymptotic variance matrix of sample moments. Scaled test statistics are also considered for dealing with nonstandard conditions. The specialization will be carried out for testing the equality of multinomial populations, and the equality of variance and correlation matrices for both normal and nonnormal data. When testing the equality of correlation matrices, a scaled version of the normal theory chi-squared statistic is proven to be an asymptotically exact chi-squared statistic in the case of elliptical data. 1997 Academic Press 1. INTRODUCTION Testing the equality of population moments is of wide generality in multivariate analysis. Specific examples are the test of equality of variance or correlation matrices and the test of the hypothesis of equality of means and article no. MV971696 259 0047-259XÂ97 25.00