期刊
ACTA SCIENTIARUM-TECHNOLOGY
卷 42, 期 -, 页码 -出版社
UNIV ESTADUAL MARINGA, PRO-REITORIA PESQUISA POS-GRADUACAO
DOI: 10.4025/actascitechnol.v42i1.44456
关键词
power; type i error rate; likelihood ratio; monte carlo simulation
资金
- Coordenacao de Aperfeicoamento de Pessoal de Nivel Superior Brasil (Capes) [001]
In some studies, there is interest in testing the variance structure, as in the context of multivariate or modelling techniques. Therefore, the importance of using hypothesis tests on covariance structures is emphasized. The purpose of this study was to perform a detailed performance study regarding the power and type I error rate of some existing identity and sphericity tests, considering the scenarios with different numbers of variables (2 to 64) and sample sizes (5 to 100). The proposal of Ledoit and Wolf (2002) is the most appropriate to test the identity structure. For the sphericity test, the version of John (1972), modified by Ledoit and Wolf (2002), followed by the proposal of Box (1949), were the ones with the best performance.
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