ON THE EFFECTS OF MODERATE MULTIVARIATE NON-NORMALITY ON WILKS LIKELIHOOD RATIO CRITERION
成果类型：
Article
署名作者：
DAVIS, AW
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/67.2.419
发表日期：
1980
页码：
419427
关键词：
摘要：
A technique for the formal construction of statistical distributions in multivariate Edgeworth populations is applied to investigate the effects of moderate multivariate nonnormality on the test statistics used in connection with the general linear model, in particular, Wilks''s likelihood ratio criterion. The 1st-order approximation to the sampling distributions under nonnormality are shown to involve Mardia''s measures of multivariate skewness and kurtosis, together with a supplementary skewness measure. Correction terms for tests at the 5% level are constructed for 1-way analysis of variance, and the resulting approximations are compared with simulation results for a range of bivariate distributions.