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Procedures for Comparing Samples with Multiple Endpoints

O'Brien, Peter C.·1984·Biometrics

Abstract

Five procedures are considered for the comparison of two or more multivariate samples. These procedures include a newly proposed nonparametric rank-sum test and a generalized least squares test. Also considered are the following tests: ordinary least squares, Hotelling's T2, and a Bonferroni per-experiment error-rate approach. Applications are envisaged in which each variable represents a qualitatively different measure of response to treatment. The null hypothesis of no treatment difference is tested with power directed towards alternatives in which at least one treatment is uniformly better than the others. In all simulations the nonparametric procedure provided relatively good power and accurate control over the size of the test, and is recommended for general use. Alternatively, the generalized least squares procedure may also be useful with normally distributed data in moderate or large samples. A convenient expression for this procedure is obtained and its asymptotic relative efficiency with respect to the ordinary least squares test is evaluated.

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Authors
O'Brien, P. C.
Venue
Biometrics
Publisher
JSTOR
Published
1984-12
Volume
40
Issue
4
Pages
1079
ISSN
0006-341X (ISSN-L)
OpenAlex
W2138839431
Cited by
1,162
References
0
FWCI
2.18
Type
journal article
Language
en
Open access
closed

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