IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v154y2017icp177-198.html
   My bibliography  Save this article

Hotelling’s T2 tests in paired and independent survey samples: An efficiency comparison

Author

Listed:
  • Baringhaus, Ludwig
  • Gaigall, Daniel

Abstract

Hotelling’s T2 tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges–Lehmann, Bahadur and Pitman, as well as through criteria based on the volumes of corresponding confidence regions. Conditions characterizing the superiority of a procedure are given in terms of population canonical correlation type coefficients. Statistical tests for checking these conditions are developed. Test statistics based on the eigenvalues of a symmetrized sample cross-covariance matrix are suggested, as well as test statistics based on sample canonical correlation type coefficients.

Suggested Citation

  • Baringhaus, Ludwig & Gaigall, Daniel, 2017. "Hotelling’s T2 tests in paired and independent survey samples: An efficiency comparison," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 177-198.
    • Handle: RePEc:eee:jmvana:v:154:y:2017:i:c:p:177-198
    DOI: 10.1016/j.jmva.2016.11.004
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X16301348
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jmva.2016.11.004?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Magnus, Jan R., 1985. "On Differentiating Eigenvalues and Eigenvectors," Econometric Theory, Cambridge University Press, vol. 1(2), pages 179-191, August.
    2. P. Groeneboom & J. Oosterhoff, 1977. "Bahadur efficiency and probabilities of large deviations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 31(1), pages 1-24, March.
    3. Baringhaus, Ludwig, 1987. "Asymptotic optimality of multivariate linear hypothesis tests," Journal of Multivariate Analysis, Elsevier, vol. 23(2), pages 303-311, December.
    4. Kallenberg, Wilbert C. M. & Kourouklis, Stavros, 1992. "Hodges-Lehmann optimality of tests," Statistics & Probability Letters, Elsevier, vol. 14(1), pages 31-38, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ludwig Baringhaus & Daniel Gaigall, 2018. "Efficiency comparison of the Wilcoxon tests in paired and independent survey samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(8), pages 891-930, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Broda, S. & Paolella, M.S., 2009. "Evaluating the density of ratios of noncentral quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1264-1270, February.
    2. Wiens, Douglas P., 2021. "Robust designs for dose–response studies: Model and labelling robustness," Computational Statistics & Data Analysis, Elsevier, vol. 158(C).
    3. Koen Jochmans, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Post-Print hal-04672521, HAL.
    4. Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    5. Canay, Ivan A. & Otsu, Taisuke, 2012. "Hodges–Lehmann optimality for testing moment conditions," Journal of Econometrics, Elsevier, vol. 171(1), pages 45-53.
    6. Pycke, Jean-Renaud, 2021. "A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions," Statistics & Probability Letters, Elsevier, vol. 170(C).
    7. David Baqaee & Emmanuel Farhi & Michael J. Mina & James H. Stock, 2020. "Reopening Scenarios," NBER Working Papers 27244, National Bureau of Economic Research, Inc.
    8. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," SciencePo Working papers hal-00972868, HAL.
    9. Guohua Feng & Apostolos Serletis, 2009. "Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 105-138.
    10. Eduardo Abi Jaber & Bruno Bouchard & Camille Illand & Eduardo Jaber, 2018. "Stochastic invariance of closed sets with non-Lipschitz coefficients," Working Papers hal-01349639, HAL.
    11. Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian, 2022. "Testing the eigenvalue structure of spot and integrated covariance," Journal of Econometrics, Elsevier, vol. 229(2), pages 363-395.
    12. Antonio Diez de Los Rios, 2015. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 282-295, April.
    13. Ludwig Baringhaus & Daniel Gaigall, 2018. "Efficiency comparison of the Wilcoxon tests in paired and independent survey samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(8), pages 891-930, November.
    14. Bystrov, Victor & di Salvatore, Antonietta, 2012. "Martingale approximation for common factor representation," MPRA Paper 37669, University Library of Munich, Germany.
    15. Johannes Jahn, 2022. "Characterizations of the Set Less Order Relation in Nonconvex Set Optimization," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 523-544, June.
    16. Chen, Liang, 2015. "Estimating the common break date in large factor models," Economics Letters, Elsevier, vol. 131(C), pages 70-74.
    17. Eduardo Abi Jaber & Bruno Bouchard & Camille Illand & Eduardo Abi Jaber, 2018. "Stochastic invariance of closed sets with non-Lipschitz coefficients," Post-Print hal-01349639, HAL.
    18. Gunnar Nordén, 2004. "The Correspondence Principle and Structural Stability in Non-Maximum," Levine's Bibliography 122247000000000422, UCLA Department of Economics.
    19. Nieuwenhuis, Herman J. & Schoonbeek, Lambert, 1997. "Stability and the structure of continuous-time economic models," Economic Modelling, Elsevier, vol. 14(3), pages 311-340, July.
    20. Cho, Jin Seo & Phillips, Peter C.B., 2018. "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:154:y:2017:i:c:p:177-198. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.