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Global permutation tests for multivariate ordinal data: alternatives, test statistics, and the null dilemma

机译:多变量序数据的全局置换测试:替代,测试统计和无效困境

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摘要

We discuss two-sample global permutation tests for sets of multivariate ordinal data in possibly high-dimensional setups, motivated by the analysis of data collected by means of the World Health Organisation's International Classification of Functioning,Disability and Health. The tests do not require any modelling of the multivariate dependence structure. Specifically, we consider testing for marginal inhomogeneity anddirection-independent marginal order. Max-T test statistics are known to lead to goodpower against alternatives with few strong individual effects. We propose test statistics that can be seen as their counterparts for alternatives with many weak individual effects. Permutation tests are valid only if the two multivariate distributions are identical under the null hypothesis. By means of simulations, we examine the practical impact of violations of this exchangeability condition. Our simulations suggest that theoretically invalid permutation tests can still be 'practically valid'. In particular, they suggest that the degree of the permutation procedure's failure may be considered as a function of the difference in group-specific covariance matrices, the proportion between group sizes, the number of variables in the set, the test statistic used, and the number of levels per variable.
机译:在世界卫生组织的国际功能,残疾与健康分类标准的帮助下,我们讨论了对可能存在高维设置的多元序数数据集的两样本全局置换测试。测试不需要对多元依赖结构进行任何建模。具体来说,我们考虑测试边缘不均匀性和与方向无关的边缘顺序。众所周知,Max-T测试统计数据可产生强大的抵抗力,而对其他选择的影响却很小。我们提出测试统计数据,这些统计数据可以看作是个体效果较弱的替代方法的对应物。仅当在原假设下两个多元分布相同时,置换检验才有效。通过模拟,我们检查了违反此可交换条件的实际影响。我们的模拟表明,理论上无效的置换测试仍然可以“实际有效”。特别是,他们建议置换过程的失败程度可以视为特定于组的协方差矩阵,组大小之间的比例,集合中变量的数量,所使用的测试统计量以及每个变量的级别数。

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