Resumen de Testing of multivariate repeated measures data with block exchangeable covariance structure
Ivan Žežula, Daniel Klein, Anuradha Ray
A new hypothesis testing of equality of mean vectors in two populations using D2 statistic for multivariate repeated measures data on q response variables at p sites or time points in a block exchangeable covariance matrix setting is proposed. The minimum sample size needed for our new test is only q+1, unlike pq+1 in Hotelling’s T2 test. The new test is very efficient in small sample scenario, when the number of observations is not adequate to estimate the pq×pq dimensional unknown unstructured variance–covariance matrix. Some simulation studies are performed to compare the power of the new D2 test and the existing BT2 test. The performance of the proposed D2 test is demonstrated with the two medical data sets.
