Estudo do poder e tamanho do teste de Levene multivariado via simulação Monte Carlo e bootstrap - DOI: 10.4025/actascitechnol.v28i1.1293

Marcelo Angelo Cirillo; Daniel Furtado Ferreira; Thelma Sáfadi

doi:10.4025/actascitechnol.v28i1.1293

Evaluating the power and the size of multivariate Levene’s test using Monte Carlo simulation and bootstrap - DOI: 10.4025/actascitechnol.v28i1.1293

Marcelo Angelo Cirillo UFLA
Daniel Furtado Ferreira UFLA
Thelma Sáfadi UFLA

DOI: https://doi.org/10.4025/actascitechnol.v28i1.1293

Abstract

This work aimed to evaluate the I-type error rate and the power of Levene’s multivariate test using different location parameters to compare k covariance matrices. Monte Carlo’s simulation and bootstrap were used for this purpose. Configurations were considered with different degrees of correlations, heterogeneity of covariance matrices, sample sizes and number of variants. Results showed that Levene’s multivariate test centered on the mean is more powerfull in small sample size and with low degree of heterogeneity among covariance matrices; the bootstrap approach controlled the I-type error when median was used as scale parameter.

Downloads

Download data is not yet available.

Author Biography

Marcelo Angelo Cirillo, UFLA

Possui graduação em Bacharelado em Estatística pela UNESP - Universidade Estadual Paulista Júlio de Mesquita Filho (1999), mestrado em Estatística e Experimentação Agropecuária pela Universidade Federal de Lavras (2003) e doutorado em Estatística e Experimentação Agropecuária pela Universidade Federal de Lavras (2006). Atualmente é professor Adjunto nível I da Universidade Federal de Lavras atuando nas linhas de pesquisa: Análise Multivariada, Superfície de Resposta e Estatística Computacional com ênfase em métodos de computação intensiva Currículo Lattes

PDF (Português (Brasil))

Published

2008-03-20

How to Cite

Cirillo, M. A., Ferreira, D. F., & Sáfadi, T. (2008). Evaluating the power and the size of multivariate Levene’s test using Monte Carlo simulation and bootstrap - DOI: 10.4025/actascitechnol.v28i1.1293. Acta Scientiarum. Technology, 28(1), 105-112. https://doi.org/10.4025/actascitechnol.v28i1.1293

Download Citation

Issue

Vol 28 No 1 (2006)

Section

Statistics

DECLARATION OF ORIGINALITY AND COPYRIGHTS

I Declare that current article is original and has not been submitted for publication, in part or in whole, to any other national or international journal.

The copyrights belong exclusively to the authors. Published content is licensed under Creative Commons Attribution 3.0 (CC BY 3.0) guidelines, which allows sharing (copy and distribution of the material in any medium or format) and adaptation (remix, transform, and build upon the material) for any purpose, even commercially, under the terms of attribution.

Read this link for further information on how to use CC BY 3.0 properly.