Which Test is More Reliable for The Testing Statistical Significance of Canonical Correlation Coefficients?


Altay Y., Yiğit S.

Ziraat Mühendisliği, cilt.372, ss.92-100, 2021 (Hakemli Dergi) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 372
  • Basım Tarihi: 2021
  • Doi Numarası: 10.33724/zm.948879
  • Dergi Adı: Ziraat Mühendisliği
  • Derginin Tarandığı İndeksler: TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.92-100
  • Çanakkale Onsekiz Mart Üniversitesi Adresli: Evet

Özet

In this study, Wilks’ Λ (W), Hotelling-Lawley Trace (H) and Pillai’s Trace (P) tests which are used in testing of statistically significance for canonical correlation coefficients were compared in terms of actual type I error rate. As a result of 10000 simulation experiments conducted, when samples were taken from multivariate distributions which are normal and deviate slightly or moderately from normality, the W test was conservative in terms of protecting actual type I error rate in all cases. However, when there is excessively deviate from normality, actual type I error rates for the W test exceeded the upper limit of Bradley’s criterion (4.50-5.50%) almost in all cases. On the other hand, the H test and P test generally obtained actual type I error rates which were outside Bradley limits.