Advanced Statistical Methods and Models

Assessing the assumption of multivariate normality is required by many parametric multivariate statistical methods, such as MANOVA, linear discriminant analysis, principal component analysis, canonical correlation, etc.It is important to assess multivariate normality in order to proceed with such statistical methods.T…

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• CÜNEYT GÜLER

Abstract Multicollinearity refers to the linear relation among two or more variables. It is a data problem which may cause serious difficulty with the reliability of the estimates of the model parameters. In this article, multicollinearity among the explanatory variables in the multiple linear regression model is cons…

This study proposes the best clustering method(s) for different distance measures under two different conditions using the cophenetic correlation coefficient. In the first one, the data has multivariate standard normal distribution without outliers for and the second one is with outliers (5%) for . The proposed method…

• İSMET DOĞAN
• SİNAN SARAÇLI

The Mann-Kendall test, used to detect a trend in a time series, yields an incorrect (too large) rejection rate when applied to an autocorrelated series with no trend. Prewhitening corrects this situation, but reduces the power of the test when a trend exists. A simulation study is performed to determine when prewhiten…

Summary We introduce a general formulation for dimension reduction and coefficient estimation in the multivariate linear model. We argue that many of the existing methods that are commonly used in practice can be formulated in this framework and have various restrictions. We continue to propose a new method that is mo…

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In this article, we introduce a new two-parameter estimator by grafting the contraction estimator into the modified ridge estimator proposed by Swindel (1976 Swindel , B. F. ( 1976 ). Good ridge estimators based on prior information . Commun. Statist. Theor. Meth. A5 : 1065 – 1075 .[Taylor & Francis Online], [Web of S…

• MAHMUDE REVAN ÖZKALE ATICIOĞLU

In this study, we investigate how Wilks’ lambda, Pillai’s trace, Hotelling’s trace, and Roy’s largest root test statistics can be affected when the normal and homogeneous variance assumptions of the MANOVA method are violated. In other words, in these cases, the robustness of the tests is examined. For this purpose, a…

• CAN ATEŞ
• ÖZLEM KAYMAZ

In this study, Shapiro-Wilks, Lilliefors and Kolmogorov-Smirnov tests were compared for Type I error and for power of the tests. The simulation was run 100, 000 times for different situations and for different types of departures from normality. For all different sample sizes and distributions, Shapiro-Wilks gave the…

• MEHMET MENDEŞ

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• MURAT GÜLBAY

Consider the linear regression model in the usual notation. In the presence of multicollinearity certain biased estimators like the ordinary ridge regression estimator and the Liu estimator introduced by Liu (Liu, Ke Jian. (Citation1993). A new class of biased estimate in linear regression. Communications in Statistic…