Abstract
In this paper we introduce a nonparametric approach based on permutation tests and nonparametric combination methodology (NPC) for testing for correlation in presence of multivariate categorical variables. After an overview of permutation inference and the NPC methodology, we discuss the nonparametric procedure and we show a simulation-based comparative study. In particular, we deal with simulations from multivariate ordinal random variables, in order to show the performance in terms of power when the assumption of normality is not satisfied. In this regard, we consider also a new proposal for generating samples from multivariate ordinal data.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Barbiero, A., Ferrari, P.A.: GenOrd: simulation of ordinal and discrete variables with given correlation matrix and marginal distributions. R package version 1.2.0 (2014). http://CRAN.R-project.org/package=GenOrd
Ferrari, P.A., Barbiero, A.: Simulating ordinal data. Multivar. Behav. Res. 47(4), 566–589 (2012)
Folks, J.L.: Combination of independent tests. In: Krishnaiah, P.R., Sen, P.K. (eds.) Handbook of Statistics, Chapter 6, vol. 4, pp.113–121. Elsevier Science Publishers, New York (1984)
Hansen, B.B., Bowers, J.: Covariate balance in simple, stratified and clustered comparative studies. Stat. Sci. 23(2), 219–236 (2008)
Hotelling, H.: The generalization of student’s ratio. Ann. Math. Stat. 2, 360–378 (1931)
Jackman, S.: Bayesian Analysis for the Statistical Science. Wiley, Chichester (PDF ebook) (2009)
Jennrich, R.I.: An asymptotic χ 2 test for the equality of two correlation matrices. J. Am. Stat. Assoc. 65, 904–912 (1965)
Larntz, K., Perlman, M.D.: A simple test for the equality of correlation matrices. Unpublished report, Department of Statistics. University of Minnesota, St. Paul (1985)
Pesarin, F., Salmaso, L.: Permutation Tests for Complex Data: Theory, Applications and Software. Wiley, Chichester (2010)
Rosembaum, P.R.: Coherence in observational studies. Biometrics 50(2), 568–574 (1994)
Rosembaum, P.R.: Signed rank statistics for coherent predictions. Biometrics 53(2), 556–566 (1997)
Ruscio, J.: Constructing confidence intervals for Spearman’s rank order correlation with ordinal data. J. Mod. Appl. Stat. Methods 7, 416–434 (2008)
Timm, N.H.: Applied Multivariate Analysis. Springer, New York (2002)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer Science+Business Media New York
About this paper
Cite this paper
Carrozzo, E., Barbiero, A., Salmaso, L., Ferrari, P.A. (2014). Generating and Comparing Multivariate Ordinal Variables by Means of Permutation Tests. In: Melas, V., Mignani, S., Monari, P., Salmaso, L. (eds) Topics in Statistical Simulation. Springer Proceedings in Mathematics & Statistics, vol 114. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-2104-1_12
Download citation
DOI: https://doi.org/10.1007/978-1-4939-2104-1_12
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4939-2103-4
Online ISBN: 978-1-4939-2104-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)