Testing Several Correlation Matrices Using Robust Approach
Background and Objective: The performance of classical Jennrich (J) statistic using classical estimators suffers from masking effects. To relieve the problem, robust estimators are recommended. In this study, a robust Jennrich statistic was proposed based on a S estimator (JS) and M estimator (JM) a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Asian Network for Scientific Information
2017
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| Online Access: | https://repo.uum.edu.my/id/eprint/24427/1/AJSR%2011%201%202018%2084-95.pdf |
| _version_ | 1825805105884037120 |
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| author | Atiany, Tareq A.M. Sharif, Shamshuritawati |
| author_facet | Atiany, Tareq A.M. Sharif, Shamshuritawati |
| author_sort | Atiany, Tareq A.M. |
| collection | UUM |
| description | Background and Objective: The performance of classical Jennrich (J) statistic using classical estimators suffers from masking effects. To relieve the problem, robust estimators are recommended. In this study, a robust Jennrich statistic was proposed based on a S estimator (JS) and M estimator (JM) as alternative to the J statistic, which has good properties. Methodology: In the simulation study, the performance of proposed test is assessed in terms of a type I error and the power of test. The performance comparison between classical J, JS and JM statistics are conducted under several conditions. Results: The results of simulation study showed that JS statistic has a competitive performance comparative to a JM statistic and the J statistic. Conclusion: It was concluded that JS statistic is robust for testing the equality of two or more difference correlation matrices when the data contains outlier. © 2018 Shamshuritawati Sharif and Tareq Ahmed Mahmoud Atiany. |
| first_indexed | 2024-07-04T06:26:26Z |
| format | Article |
| id | uum-24427 |
| institution | Universiti Utara Malaysia |
| language | English |
| last_indexed | 2024-07-04T06:26:26Z |
| publishDate | 2017 |
| publisher | Asian Network for Scientific Information |
| record_format | eprints |
| spelling | uum-244272018-07-23T01:11:00Z https://repo.uum.edu.my/id/eprint/24427/ Testing Several Correlation Matrices Using Robust Approach Atiany, Tareq A.M. Sharif, Shamshuritawati Q Science (General) Background and Objective: The performance of classical Jennrich (J) statistic using classical estimators suffers from masking effects. To relieve the problem, robust estimators are recommended. In this study, a robust Jennrich statistic was proposed based on a S estimator (JS) and M estimator (JM) as alternative to the J statistic, which has good properties. Methodology: In the simulation study, the performance of proposed test is assessed in terms of a type I error and the power of test. The performance comparison between classical J, JS and JM statistics are conducted under several conditions. Results: The results of simulation study showed that JS statistic has a competitive performance comparative to a JM statistic and the J statistic. Conclusion: It was concluded that JS statistic is robust for testing the equality of two or more difference correlation matrices when the data contains outlier. © 2018 Shamshuritawati Sharif and Tareq Ahmed Mahmoud Atiany. Asian Network for Scientific Information 2017 Article PeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/24427/1/AJSR%2011%201%202018%2084-95.pdf Atiany, Tareq A.M. and Sharif, Shamshuritawati (2017) Testing Several Correlation Matrices Using Robust Approach. Asian Journal of Scientific Research, 11 (1). pp. 84-95. ISSN 19921454 http://doi.org/10.3923/ajsr.2018.84.95 doi:10.3923/ajsr.2018.84.95 doi:10.3923/ajsr.2018.84.95 |
| spellingShingle | Q Science (General) Atiany, Tareq A.M. Sharif, Shamshuritawati Testing Several Correlation Matrices Using Robust Approach |
| title | Testing Several Correlation Matrices Using Robust Approach |
| title_full | Testing Several Correlation Matrices Using Robust Approach |
| title_fullStr | Testing Several Correlation Matrices Using Robust Approach |
| title_full_unstemmed | Testing Several Correlation Matrices Using Robust Approach |
| title_short | Testing Several Correlation Matrices Using Robust Approach |
| title_sort | testing several correlation matrices using robust approach |
| topic | Q Science (General) |
| url | https://repo.uum.edu.my/id/eprint/24427/1/AJSR%2011%201%202018%2084-95.pdf |
| work_keys_str_mv | AT atianytareqam testingseveralcorrelationmatricesusingrobustapproach AT sharifshamshuritawati testingseveralcorrelationmatricesusingrobustapproach |