Odporne testowanie równości macierzy kowariancji w kontekście porównywalności międzynarodowych badań ankietowych

• Authors: Kamil Fijorek

Title variants

EN

A ROBUST PROCEDURE FOR TESTING EQUALITY OF COVARIANCE MATRICES AND THE ASSESSMENT OF COMPARABILITY OF CROSS-NATIONAL SURVEYS

• Languages of publication: PL

Abstracts

EN

The article proposes a robust procedure for testing equality of covariance matrices, which may be viewed as a supplement to the survey comparability testing framework introduced by Jöreskog in 1971. The M test, though overly sensitive to departures from multivariate normality and outliers, was used to test his hypothesis. The simulation study showed that the proposed method approximately controls the type I error rate under departures from normality and in the presence of outliers. The proposed method was also used to test the comparability of cross-national Polish-American survey results.

Keywords

EN

TESTING EQUALITY OF COVARIANCE MATRICES; ROBUST STATISTICS

• Publisher: Wydawnictwo Uniwersytetu Ekonomicznego w Krakowie
• Journal: Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
• Year: 2011
• Issue: 876
• Pages: 43-52

Contributors

author

Kamil Fijorek

• Uniwersytet Ekonomiczny w Krakowie, Katedra Statystyki, ul. Rakowicka 27, 31-510 Kraków, Poland