Premium
Directional multivariate tests rejecting null and negative effects in all variables
Author(s) -
Glimm Ekkehard,
Läuter Jürgen
Publication year - 2010
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.200900254
Subject(s) - multivariate statistics , multivariate analysis , null hypothesis , mathematics , statistics
This paper suggests two directional multivariate tests that aim at establishing superiority of a treatment over a control in at least one of several endpoints that are assumed to have a multivariate normal distribution. One of these tests is a one‐sided, scale‐invariant version of the classical Hotelling T 2 ‐test. The other is based on a summary score with weights derived from the data. Both tests overcome an important shortcoming of previous “one‐sided” multivariate suggestions, namely that the null hypothesis was restricted to a single point in the multidimensional parameter space. The derivation of the tests is supplemented by simulations investigating their performance and by the application in an osteoporosis trial.