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Re: [S] Multivariate hypothesis tests

To: Lutz Prechelt <prechelt@ira.uka.de>
Subject: Re: [S] Multivariate hypothesis tests
From: Mario Cortina Borja <cortina@stats.ox.ac.uk>
Date: Wed, 26 Jan 2000 14:28:16 +0000 (GMT)
Cc: s-news@wubios.wustl.edu
In-reply-to: <"iraun1.ira.0083201:000126.101425"@ira.uka.de>
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On Wed, 26 Jan 2000, Lutz Prechelt wrote:

> 
> Hi all,
> 
> I am looking for S implementations of multivariate significance
> tests.
> Neither the S-Plus 5 manual, nor VR2, nor statlib appear to have
> any.
> 
> Specifically, I need to test two bivariate samples for 
> a difference in means. Both variables are from continuous
> distributions but one has a strong ceiling effect and the
> other I would rather also not trust to be normally distributed.
> 
> Any hints, please?
> Thanks in advance
> 
>   Lutz
> 
> Lutz Prechelt  http://wwwipd.ira.uka.de/~prechelt/ | Whenever you 
> Institut f. Programmstrukturen & Datenorganisation | complicate things,
> Universitaet Karlsruhe;  76128 Karlsruhe;  Germany | they get
> (Phone: +49/721/608-4068, FAX: +49/721/608-7343)   | less simple.
> >>> Ever had negative research results?  http://wwwipd.ira.uka.de/fnr <<<
> 
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The following paper gives several nonparametric procedures for 
multivariate tests:

Friedman, JH and LC Rafsky (1979) Multivariate generalizations of 
the Wald-Wolfowitz and Smirnov two-sample tests. Annals of Statistics,
vol. 7, p. 697.

Their tests are easy to implement in Splus using  mstree.

Mario Cortina Borja                 e-mail: cortina@stats.ox.ac.uk
Department of Statistics               TEL: (44)+(0)1865-272597 (direct)
University of Oxford                        (44)+(0)1865-272860 (secretary)
1 South Parks Road                     FAX: (44)+(0)1865-272595
Oxford OX1 3TG, UK                     WEB: http://www.stats.ox.ac.uk/~cortina 
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