Ziraat Mühendisliği

Ziraat Mühendisliği

Which Test is More Reliable for The Testing Statistical Significance of Canonical Correlation Coefficients?

Yazarlar: Yasin ALTAY, Soner YİĞİT

Cilt - , Sayı 372 , 2021 , Sayfalar 92 - 100

Konular:Mühendislik

DOI:10.33724/zm.948879

Anahtar Kelimeler:Wilks’ Λ,Hotelling-Lawley Trace,Pillai’s Trace,Type I error rate,Monte Carlo simulation

Özet: In this study, Wilks’ Λ (W), Hotelling-Lawley Trace (H) and Pillai’s Trace (P) tests which are used in testing of statistically significance for canonical correlation coefficients were compared in terms of actual type I error rate. As a result of 10000 simulation experiments conducted, when samples were taken from multivariate distributions which are normal and deviate slightly or moderately from normality, the W test was conservative in terms of protecting actual type I error rate in all cases. However, when there is excessively deviate from normality, actual type I error rates for the W test exceeded the upper limit of Bradley’s criterion (4.50-5.50%) almost in all cases. On the other hand, the H test and P test generally obtained actual type I error rates which were outside Bradley limits.

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@article{2021, title={Which Test is More Reliable for The Testing Statistical Significance of Canonical Correlation Coefficients?}, number={92–100}, publisher={Ziraat Mühendisliği}, author={Yasin ALTAY,Soner YİĞİT}, year={2021} }
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Yasin ALTAY,Soner YİĞİT. (2021). Which Test is More Reliable for The Testing Statistical Significance of Canonical Correlation Coefficients? Ziraat Mühendisliği.
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Yasin ALTAY,Soner YİĞİT. Which Test Is More Reliable for The Testing Statistical Significance of Canonical Correlation Coefficients? no. 92–100, Ziraat Mühendisliği, 2021.
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