Resampling-based methods in single and multiple testing for equality of covariance/correlation matrices.

ABSTRACT: Traditional resampling-based tests for homogeneity in covariance matrices across multiple groups resample residuals, that is, data centered by group means. These residuals do not share the same second moments when the null hypothesis is false, which makes them difficult to use in the setting of multiple testing. An alternative approach is to resample standardized residuals, data centered by group sample means and standardized by group sample covariance matrices. This approach, however, has been observed to inflate type I error when sample size is small or data are generated from heavy-tailed distributions. We propose to improve this approach by using robust estimation for the first and second moments. We discuss two statistics: the Bartlett statistic and a statistic based on eigen-decompos

SUBMITTER: Yang Y 

PROVIDER: S-EPMC5027617 | biostudies-literature | 2012 Jun

REPOSITORIES: biostudies-literature