Tabesh Hamed, Ayatollahi S M T, Towhidi Mina
Department of Biostatistics, Shiraz University of Medical Sciences, Shiraz, Iran.
Theor Biol Med Model. 2010 May 7;7:13. doi: 10.1186/1742-4682-7-13.
In many areas of medical research, a bivariate analysis is desirable because it simultaneously tests two response variables that are of equal interest and importance in two populations. Several parametric and nonparametric bivariate procedures are available for the location problem but each of them requires a series of stringent assumptions such as specific distribution, affine-invariance or elliptical symmetry. The aim of this study is to propose a powerful test statistic that requires none of the aforementioned assumptions. We have reduced the bivariate problem to the univariate problem of sum or subtraction of measurements. A simple bivariate test for the difference in location between two populations is proposed.
In this study the proposed test is compared with Hotelling's T(2) test, two sample Rank test, Cramer test for multivariate two sample problem and Mathur's test using Monte Carlo simulation techniques. The power study shows that the proposed test performs better than any of its competitors for most of the populations considered and is equivalent to the Rank test in specific distributions.
Using simulation studies, we show that the proposed test will perform much better under different conditions of underlying population distribution such as normality or non-normality, skewed or symmetric, medium tailed or heavy tailed. The test is therefore recommended for practical applications because it is more powerful than any of the alternatives compared in this paper for almost all the shifts in location and in any direction.
在医学研究的许多领域,双变量分析是可取的,因为它同时检验两个在两个总体中具有同等兴趣和重要性的响应变量。对于位置问题,有几种参数和非参数双变量方法可用,但每种方法都需要一系列严格的假设,如特定分布、仿射不变性或椭圆对称性。本研究的目的是提出一种强大的检验统计量,它不需要上述任何假设。我们已将双变量问题简化为测量值相加或相减的单变量问题。提出了一种用于检验两个总体之间位置差异的简单双变量检验。
在本研究中,使用蒙特卡罗模拟技术将所提出的检验与霍特林T(2)检验、两样本秩检验、多变量两样本问题的克莱默检验和马图尔检验进行比较。功效研究表明,对于所考虑的大多数总体,所提出的检验比其任何竞争对手的表现都更好,并且在特定分布中与秩检验等效。
通过模拟研究,我们表明所提出的检验在基础总体分布的不同条件下,如正态或非正态、偏态或对称、中尾或重尾,都将表现得更好。因此,该检验推荐用于实际应用,因为对于几乎所有的位置偏移和任何方向,它都比本文中比较的任何替代方法更强大。