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Efficiency in the Use of Hotellings T 2
Author(s) -
Jensen D. R.,
Ramirez D. E.
Publication year - 1993
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.4710350510
Subject(s) - linear subspace , efficiency , econometrics , mathematics , statistics , decomposition , scale (ratio) , geography , ecology , geometry , cartography , estimator , biology
Alternative scale models are compared with regard to the Pitman efficiency of Hotelling's T 2 in tests for means. A basic decomposition identifies subspaces of the parameters in which one model is more efficient than another, or the two models have equal efficiency. Local and global bounds for relative Pitman efficiencies are given with reference to these subspaces. Applications include efficiency comparisons of marginal and conditional tests in a given model, and a comparison of the sensitivities of selected T 2 tests regarding psychological profiles in treated and control groups of children.