PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
2013 | 33 | 1-2 | 171-190
Tytuł artykułu

Tests for profile analysis based on two-step monotone missing data

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper, we consider profile analysis for the observations with two-step monotone missing data. There exist three interesting hypotheses - the parallelism hypothesis, level hypothesis, and flatness hypothesis - when comparing the profiles of some groups. The T²-type statistics and their asymptotic null distributions for the three hypotheses are given for two-sample profile analysis. We propose the approximate upper percentiles of these test statistics. When the data do not have missing observations, the test statistics perform lower than the usual test statistics, for example, as in [8]. Further, we consider a parallel profile model for several groups when the data have two-step monotone missing observations. Under the assumption of non-missing data, the likelihood ratio test procedure is derived by [16]. We derive the test statistic based on the likelihood ratio. Finally, in order to investigate the accuracy for the null distributions of the proposed statistics, we perform a Monte Carlo simulation for some selected parameters values.
Kategorie tematyczne
Rocznik
Tom
33
Numer
1-2
Strony
171-190
Opis fizyczny
Daty
wydano
2013
otrzymano
2013-08-14
poprawiono
2013-11-18
Twórcy
  • Department of Mathematical Information Science, Graduate School of Science Tokyo University of Science, Tokyo 162-8601, Japan
  • Chiba University Hospital Clinical Research Center Chiba 260-8677, Japan
autor
  • Department of Mathematical Information Science, Faculty of Science Tokyo University of Science, Tokyo 162-8601, Japan
Bibliografia
  • [1] T.W. Anderson and I. Olkin, Maximum-likelihood estimation of the parameters of a multivariate normal distribution, Linear Algebra and its Appl. 70 (1985) 147-171.
  • [2] W.-Y. Chang and D.St.P. Richards, Finite-sample inference with monotone incomplete multivariate normal data. I, J. Multivariate Anal. 100 (2009) 1883-1899. doi: 10.1016/j.jmva.2009.05.003.
  • [3] A.P. Dempster, N.M. Laird and D.B. Rubin, Maximum likelihood from incomplete data via the EM algorithm, J.R. Stat. Soc. Ser. B Stat. Methodol. 39 (1977) 1-38. doi: 10.2307/2984875.
  • [4] T. Kanda and Y. Fujikoshi, Some basic properties of the MLE's for a multivariate normal distribution with monotone missing data, Amer. J. Math. Management. Sci. 18 (1998) 161-190. doi: 10.1080/01966324.1998.10737458.
  • [5] K. Koizumi and T. Seo, Testing equality of two mean vectors and simultaneous confidence intervals in repeated measures with missing data, J. Japanese Soc. Comput. Statist. 22 (2009) 33-41. doi: 10.5183/jjscs.22.1_33.
  • [6] K. Koizumi and T. Seo, Simultaneous confidence intervals among k mean vectors in repeated measures with missing data, Amer. J. Math. Management Sci. 29 (2009) 263-275.
  • [7] Y. Maruyama, Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions, J. Statist. Plann. Inference 137 (2007) 506-526. doi: 10.1016/j.jspi.2006.01.010.
  • [8] D.F. Morrison, Multivariate Statistical Methods, 4th ed (Duxbury, 2005).
  • [9] N. Okamoto, N. Miura and T. Seo, On the distributions of some test statistics for profile analysis in elliptical populations, Amer. J. Math. Management Sci. 26 (2006) 1-31.
  • [10] N. Seko, A. Yamazaki and T. Seo, Tests for mean vector and simultaneous confidence intervals with two-step monotone missing data, SUT J. Math. 48 (2012) 13-36.
  • [11] T. Seo and M.S. Srivastava, Testing equality of means and simultaneous confidence intervals in repeated measures with missing data, Biom. J. 42 (2000) 981-993. doi: 10.1002/1521-4036(200012)42:8<981::AID-BIMJ981>3.0.CO;2-O.
  • [12] N. Shutoh, M. Kusumi, W. Morinaga, S. Yamada and T. Seo, Testing equality of mean vectors in two sample problem with missing data, Comm. Statist. Simulation Comput. 39 (2010) 487-500. doi: 10.1080/03610910903480842.
  • [13] N. Shutoh, M. Hyodo and T. Seo, An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples, J. Multivariate Anal. 102 (2011) 252-263. doi: 10.1016/j.jmva.2010.09.002.
  • [14] M.S. Srivastava, Multivariate data with missing observations, Comm. Statist. Theory Methods 14 (1985) 775-792. doi: 10.1080/03610928508828949.
  • [15] M.S. Srivastava and E.M. Carter, The maximum likelihood method for non-response in sample survey, Survey Methodology 12 (1986) 61-72.
  • [16] M.S. Srivastava, Profile analysis of several groups, Comm. Statist. Theory Methods 16 (1987) 909-926. doi: 10.1080/03610928708829411.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1153
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.