MULTIVARLYTE ANALYSIS OF CLUSTERED SURVEY DATA: TESTING EQUALITY OF COVARLANCE MATRICES |
| |
| Authors: | Muhammad Khalid Pezvaiz C.J. Skinner |
| |
| Affiliation: | Government College, Lahore and University of Southampton |
| |
| Abstract: | The problem of testing the hypothesis of equality of covariance matrices in the presence of two-stage sampling is considered. Asymptotic test procedures based on linearization, grouping and jackknifing with or without transformation are proposed. The finite sample properties of these procedures are investigated in sampling experiments both from simulated known distributions and from a natural population. |
| |
| Keywords: | Cluster sampling covariance matrix jackknife linearization two-stage sampling |
|
