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Profile analysis and tests for mean vectors with two-step monotone missing data

小野澤 瑞季 Mizuki Onozawa 東京理科大学 DOI:info:doi/10.20604/00003621

2021.06.09

概要

In this study, we consider the profile analysis and the tests for the mean vectors when the observations have two-step monotone missing data. We often
encounter the problem of missing data in many practical situations. In this
study, we assume that missing pattern is two-step monotone missing data. In
Chapter 2, we discuss profile analysis for two sample and multi-sample problem
with two-step monotone missing data. This is the content of Onozawa et al.
[12]. Profile analysis is known as statistical method when we are interested in
comparing the profiles of several groups. There are three hypotheses known
as parallelism hypothesis, level hypothesis and flatness hypothesis. In normal
population, the profile analysis for two sample problem have been discussed by
using Hotelling’s T 2 -type statistic (see, e.g., Morrison [10]). And Srivastava [17]
gave a profile analysis of several groups based on the likelihood ratio. For the
assumption of nonnormality, Okamoto et al. [11] discussed profile analysis in
elliptical populations. Further Maruyama [9] obtained asymptotic expansions
of the null distributions of some test statistics for general distributions. On
the other hand, when the missing observations are of the monotone-type, the
test for the equality of means have been discussed by many authors. In one
sample problem, Chang and Richards [3] considered the T 2 -type test statistic
for the mean vector with two-step monotone missing data. Further, Anderson
and Olkin [2] obtained the maximum likelihood estimators (MLEs) of mean
vector and covariance matrix for two-step monotone missing data, and Kanda
and Fujikoshi [6] discussed the distribution of these MLEs and expanded for
K-step monotone missing data. Further, Seko et al. [15] discussed the T 2 -type
test statistic and likelihood ratio test statistic using linear interpolation. In two
sample problem, by the same way as Anderson and Olkin [2], the MLEs have
been obtained (see, e.g., Shutoh et al. [16]). Linear interpolation approximation
for the null distribution of the Hotelling’s T 2 -type test statistic and the likelihood ratio test statistic with two-step monotone missing data were reported by
Seko et al. [14].
The organization of Chapter 2 is as follows. ...

参考文献

[1] Anderson, T. W. (2003). An Introduction to Multivariate Analysis. (3rd

ed.). John Wiley & Sons, Inc., New York.

[2] Anderson, T. W. & Olkin, I. (1985). Maximum-likelihood estimation of the

parameters of a multivariate normal distribution. Linear Algebra and its

Applications, 70, 147–171.

[3] Chang, W.-Y. & Richards, D. St. P. (2009). Finite-sample inference with

monotone incomplete multivariate normal data, I. Journal of Multivariate

Analysis, 100, 1883–1899.

[4] Fujikoshi, Y. (2000). Transformations with improved chi-squared approximations. Journal of Multivariate Analysis, 72, 249–263.

[5] Jinadasa, K. G. & Tracy, D. S. (1992). Maximum likelihood estimation for

multivariate normal distribution with monotone sample. Communications

in Statistics - Theory and Methods, 21, 41–50.

[6] Kanda, T. & Fujikoshi, Y. (1998). Some basic properties of the MLE’s for

a multivariate normal distribution with monotone missing data. American

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[7] Krishnamoorthy, K. & Pannala, M.K. (1998). Some simple test procedures

for normal mean vector with incomplete data. Annals of the Institute of

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[8] Krishnamoorthy, K. & Pannala, M.K. (1999). Confidence estimation of

a normal mean vector with incomplete data. The Canadian Journal of

Statistics, 27, 395–407.

[9] Maruyama, Y. (2007) Asymptotic expansions of the null distributions of

some test statistics for profile analysis in general distributions. Journal of

Statistical Planning and Inference, 137, 506–526.

[10] Morrison, D. F. (2005). Multivariate Statistical Methods (4th ed.).

Duxbury.

47

[11] Okamoto, N., Miura, N. & Seo, T. (2006). On the distributions of some test

statistics for profile analysis in elliptical populations. American Journal of

Mathematical and Management Sciences, 26, 1–31.

[12] Onozawa, M., Takahashi, S. & Seo, T. (2013). Tests for profile analysis based on two-step monotone missinf data. Discussiones Mathematicae

Probability and Statistics, 33, No.1-2, 171–190.

[13] Onozawa, M., Yagi, A. & Seo, T. (2020). New Test Statistics for One and

Two Mean Vectors with Two-step Monotone Missing Data International

Journal of Statistics and Probability, 9, No.6, 56–75.

[14] Seko, N., Kawasaki, T. & Seo, T. (2011). Testing equality of two mean

vectors with two-step monotone missing data. American Journal of Mathematical and Management Sciences, 31, 117–135.

[15] Seko, N., Yamazaki, A. & Seo, T. (2012). Tests for mean vector with twostep monotone missing data. SUT Journal of Mathematics, 48, 13–36.

[16] Shutoh, N., Hyodo, M. & Seo, T. (2011). An asymptotic approximation for

EPMC in linear discriminant analysis based on two-step monotone missing

samples. Journal of Multivariate Analysis, 102, 252–263

[17] Srivastava, M. S. (1987). Profile analysis of several groups. Communications

in Statistics-Theory and Methods, 16, 909–926.

[18] Yagi, A. & Seo, T. (2017). Test for normal mean vectors with monotone

incomplete data. American Journal of Mathematical and Management Sciences, 36, 1–20.

[19] Yagi, A., Seo, T. & Hanusz, Z. (2019). Improved simplified T 2 test statistics for mean vector with monotone missing data. Communications in

Statistics-Simulation and Computation, 48(6), 1606–1622.

[20] Yagi, A., Seo, T. & Hanusz, Z. (2021). Testing equality of two mean vectors with monotone incomplete data. to appear in Communications in

Statistics-Simulation and Computation.

[21] Yu, J., Krishnamoorthy, K. & Pannala, M. K. (2006). Two-sample inference for normal mean vectors based on monotone missing data. Journal of

Multivariate Analysis, 97, 2162–2176.

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