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Related Concept Videos

Multiple Comparison Tests01:13

Multiple Comparison Tests

Multiple comparison test, abbreviated as MCT, is a post hoc analysis generally performed after comparing multiple samples with one or more tests. An MCT will help identify a significantly different sample among multiple samples or a factor among multiple factors.
It would be easy to compare two samples using a significance alpha level of 0.05. In other words, there is only one sample pair to be compared. However, it would be difficult to identify a significantly different sample if the number...
One-Way ANOVA: Equal Sample Sizes01:15

One-Way ANOVA: Equal Sample Sizes

One-Way ANOVA can be performed on three or more samples with equal or unequal sample sizes. When one-way ANOVA is performed on two datasets with samples of equal sizes, it can be easily observed that the computed F statistic is highly sensitive to the sample mean.
Different sample means can result in different values for the variance estimate: variance between samples. This is because the variance between samples is calculated as the product of the sample size and the variance between the...
Bonferroni Test01:10

Bonferroni Test

The Bonferroni test is a statistical test named after Carlo Emilio Bonferroni, an Italian mathematician best known for Bonferroni inequalities. This statistical test is a type of multiple comparison test to determine which means are different than the rest. Bonferroni test can minimize the Type 1 error by reducing the significance level alpha, which otherwise increases with sample pairs.
The means of different samples are first paired in all possible combinations.
The null hypothesis of the...
Test for Homogeneity01:23

Test for Homogeneity

The goodness–of–fit test can be used to decide whether a population fits a given distribution, but it will not suffice to decide whether two populations follow the same unknown distribution. A different test, called the test for homogeneity, can be used to conclude whether two populations have the same distribution. To calculate the test statistic for a test for homogeneity, follow the same procedure as with the test of independence. The hypotheses for the test for homogeneity can be stated as...
One-Way ANOVA: Unequal Sample Sizes01:15

One-Way ANOVA: Unequal Sample Sizes

One-way ANOVA can be performed on three or more samples of unequal sizes. However, calculations get complicated when sample sizes are not always the same. So, while performing ANOVA with unequal samples size, the following equation is used:
McNemar's Test01:23

McNemar's Test

McNemar's Test is a nonparametric statistical test used to determine if there is a significant difference in proportions between two related groups when the outcome is binary (e.g., yes/no, success/failure). It is beneficial when we have paired data, such as pre-test/post-test designs, where the same subjects are measured under two different conditions. The test is named after the statistician Quinn McNemar, who introduced it in 1947. It is commonly used in situations where subjects are...

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Basics of Multivariate Analysis in Neuroimaging Data
06:35

Basics of Multivariate Analysis in Neuroimaging Data

Published on: July 24, 2010

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

Yang Yang1, Victor DeGruttola

  • 1University of Florida, USA.

The International Journal of Biostatistics
|June 29, 2012
PubMed
Summary

This study introduces a robust resampling method for testing covariance and correlation matrix homogeneity across groups. The new approach improves upon traditional methods, offering better performance in single and multiple testing scenarios, especially with small sample sizes or heavy-tailed data.

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Area of Science:

  • Statistics
  • Biostatistics
  • Data Analysis

Background:

  • Traditional resampling tests for covariance matrix homogeneity face challenges with multiple testing due to residual properties.
  • Standardized residual resampling can lead to inflated Type I errors with small sample sizes or heavy-tailed distributions.

Purpose of the Study:

  • To propose an improved resampling approach for testing homogeneity of covariance and correlation matrices.
  • To enhance robustness by incorporating robust estimation for moments.

Main Methods:

  • Resampling standardized residuals with robust estimation of first and second moments.
  • Utilizing Bartlett statistic and eigen-decomposition based statistics.
  • Extending methods to test homogeneity in correlation matrices.

Main Results:

  • The robust resampling approach shows comparable or superior performance to traditional methods in single testing.
  • The proposed methods demonstrate reasonable performance in multiple testing scenarios.
  • Simulations confirm improved accuracy, particularly for small sample sizes and heavy-tailed distributions.

Conclusions:

  • Robust estimation significantly improves resampling-based tests for covariance and correlation matrix homogeneity.
  • The developed methods offer a more reliable statistical framework for analyzing complex data structures.
  • Application to HIV vaccine trial data highlights the potential for identifying determinants of unusual correlation patterns.