SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs
Recently, new nonparametric multivariate extensions of the univariate sign methods have been proposed. Randles (2000) introduced an affine invariant multivariate sign test for the multivariate location problem. Later on, Hettmansperger and Randles (2002) considered an affine equivariant multivariate...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2006-05-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | http://www.jstatsoft.org/v16/i05/paper |
| _version_ | 1818083998213079040 |
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| author | Jaakko Nevalainen Hannu Oja |
| author_facet | Jaakko Nevalainen Hannu Oja |
| author_sort | Jaakko Nevalainen |
| collection | DOAJ |
| description | Recently, new nonparametric multivariate extensions of the univariate sign methods have been proposed. Randles (2000) introduced an affine invariant multivariate sign test for the multivariate location problem. Later on, Hettmansperger and Randles (2002) considered an affine equivariant multivariate median corresponding to this test. The new methods have promising efficiency and robustness properties. In this paper, we review these developments and compare them with the classical multivariate analysis of variance model. A new SAS/IML tool for performing a spatial sign based multivariate analysis of variance is introduced. |
| first_indexed | 2024-12-10T19:46:54Z |
| format | Article |
| id | doaj.art-72f957ecc79e4ba598bede015def0250 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-12-10T19:46:54Z |
| publishDate | 2006-05-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-72f957ecc79e4ba598bede015def02502022-12-22T01:35:51ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602006-05-01165SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial SignsJaakko NevalainenHannu OjaRecently, new nonparametric multivariate extensions of the univariate sign methods have been proposed. Randles (2000) introduced an affine invariant multivariate sign test for the multivariate location problem. Later on, Hettmansperger and Randles (2002) considered an affine equivariant multivariate median corresponding to this test. The new methods have promising efficiency and robustness properties. In this paper, we review these developments and compare them with the classical multivariate analysis of variance model. A new SAS/IML tool for performing a spatial sign based multivariate analysis of variance is introduced.http://www.jstatsoft.org/v16/i05/paperaffine invariance/equivariancespatial signmultivariate analysis of variancemultivariate sign testmultivariate medianSAS |
| spellingShingle | Jaakko Nevalainen Hannu Oja SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs Journal of Statistical Software affine invariance/equivariance spatial sign multivariate analysis of variance multivariate sign test multivariate median SAS |
| title | SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs |
| title_full | SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs |
| title_fullStr | SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs |
| title_full_unstemmed | SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs |
| title_short | SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs |
| title_sort | sas iml macros for a multivariate analysis of variance based on spatial signs |
| topic | affine invariance/equivariance spatial sign multivariate analysis of variance multivariate sign test multivariate median SAS |
| url | http://www.jstatsoft.org/v16/i05/paper |
| work_keys_str_mv | AT jaakkonevalainen sasimlmacrosforamultivariateanalysisofvariancebasedonspatialsigns AT hannuoja sasimlmacrosforamultivariateanalysisofvariancebasedonspatialsigns |