MANOVA Test İstatistiklerinin Monte-Carlo Simülasyonu ile Bernoulli Dağılımında Karşılaştırılması

Year 2018, Volume: 22 Issue: 3, 1125 - 1131, 20.09.2018

Mustafa Şahin , Şeyma Koç

https://doi.org/10.19113/sdufenbed.469282

Abstract

Bu
çalışmanın amacı, Manova test istatistiklerinin sağlamlığını Monte Carlo
simülasyonunu kullanılarak I.tip hata bakımından kıyaslamaktır. Yöntemde,
sayılar g = 3,4,5 grup için p = 3,5,7 bağımlı değişkene ait n = 10,30,60
örneklem büyüklüğü kullanılarak sabit ve artan varyansta R programlama dili
kullanılarak üretilmiştir. 54 kombinasyonda hesaplanan I.Tip hatalardan,
nominal α =0.05 değerinden en az
uzaklaşan test istatistiği Pillai İz test istatistiği olmuştur. Wilk Lambda ve
Hotelling-Lawley İz test istatistikleri ise birbirlerine yakın sonuç
vermişlerdir. Araştırıcılar analizlerinin karar aşamasında önerilen kıyaslama
sonuçlarına göre karar verebilirler.

Keywords

Manova test istatistiği, Simülasyon çalışması, Monte Carlo

A Monte Carlo Simulation Study Robustness of MANOVA Test Statistics in Bernoulli Distribution

Abstract

The aim
of this study is to compare the robustness of Manova test statistics against
Type I error rate using the Monte Carlo simulation technique. In the method,
numbers are generated according to constant and increasing variance for g=3,4,5 group p=3,5,7 dependent variables n=10,30,60
sample size using the R. Numbers have been produced using these 54
combinations. Pillai Trace test statistic has been the least deviating from the
nominal α =0.05
value. Wilk Lambda and Hotelling-Lawley Trace test results were close to each
other. The researchers can decide according to the comparison results of the
analysis's suggested decision stage.

Keywords

Manova test statistics, Simulation study, Monte Carlo

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