Abstract
In 1996, Läuter proposed a new class of exact multivariate parametric tests for small samples of high-dimensional observations, which has been extended in subsequent papers. Here we give an overview on the two main strategies — the use of special linear scores in standard parametric tests and the construction of new tests based on random matrices with a uniform left-spherical matrix distribution. It is shown how these tests can be integrated into standard packages. In particular, SPSS macros are offered.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Fang, K.-T. & Zhang, Y.-T. (1990). Generalized Multivariate Analysis. Berlin: Springer-Verlag.
Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12, 55–67.
Kropf, S., Hothorn, L.A. & Läuter, J. (1997). Multivariate Many-to-One Procedures with Applications to Preclinical Trials. Drug Infromation Journal, 31, 433–447.
Kropf, S., Läuter, J. & Glimm, E. (1997). Stabilized Multivariate Tests — the Inclusion of Missing Values. Biometrical Journal, 39, 149–169.
Kropf, S., Läuter, J. & Glimm, E. (1998). Stabilized Multivariate Procedures in Tests and Prediction. Submitted to Statistics in Medicine.
Kropf, S., Läuter, J. & Klein, S. (1998). Exact multivariate tests for correlation in a special data structure with pairs of variables. In: Proceedings of the 43th Annual Meeting of the GMDS, Bremen, 1998, MMV Medizin Verlag München. in press.
Läuter, J. (1992). Stabile Multivariate Verfahren. Diskriminanzanalyse, Regressionsanalyse, Faktoranalyse. Berlin: Akademie Verlag.
Läuter, J. (1996). Exact t and F Tests for Analyzing Studies with Multiple Endpoints. Biometrics, 52, 964–970.
Läuter, J., Glimm, E. & Kropf, S. (1996). New Multivariate Tests for Data with an Inherent Structure. Biometrical Journal, 38, 5–22.
Läuter, J., Glimm, E. & Kropf, S. (1997). Multivariate Tests Based on LeftSpherically Distributed Linear Scores. Preprint no. 6/1997 at the Faculty of Mathematics, University of Magdeburg, Germany: accepted by Ann. Stat.
O’Brien, P.C. (1984). Procedures for Comparing Samples with Multiple Endpoints. Biometrics, 40, 1079–1087.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1998 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Kropf, S., Läuter, J. (1998). Stable Multivariate Procedures — Strategies and Software Tools. In: Payne, R., Green, P. (eds) COMPSTAT. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-01131-7_49
Download citation
DOI: https://doi.org/10.1007/978-3-662-01131-7_49
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-1131-5
Online ISBN: 978-3-662-01131-7
eBook Packages: Springer Book Archive