The University of Montana
Department of Mathematical Sciences

Technical report #13/2007

Asymptotics for Tests on Mean Profiles, Additional Information and Dimensionality under Non-normality

Solomon W. Harrar *
*Department of Mathematical Sciences, University of Montana, Missoula, MT 59812, Email:harrar@mso.umt.edu

Abstract

We consider the comparison of mean vectors for k groups when k is large and sample size per group is fixed. The asymptotic null and non-null distributions of the normal theory Likelihood Ratio, Lawley-Hotelling and Bartlett-Nanda-Pillai statistics are derived under general conditions. We extend the results to tests on the profiles of the mean vectors, tests for additional information (provided by a sub-vector of the responses over and beyond the remaining sub-vector of responses in separating the groups) and tests on the dimension of the hyperplane formed by the mean vectors. Our techniques are based on perturbation expansions and limit theorems applied to independent but nonidentically distributed sequences of quadratic forms in random matrices. In all these four MANOVA problems, the asymptotic null and non-null distributions are normal. Both the null and non-null distributions are asymptotically invariant to non-normality when the group sample sizes are equal. In the unbalanced case, a slight modification of the test statistics will lead to asymptotically robust tests. Based on the robustness results, some approaches for finite approximation are introduced. The numerical results provide strong support for the asymptotic results and finiteness approximations.

AMS Subject Classificatios: Primary 62H10; Secondary 62H15

Keywords: Asymptotics, Dimensionality, Distribution of Eigenvalues, MANOVA, Perturbation
Expansion, Tests for Additional Information, Robustness

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