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Randomization test
Randomization tests [1] are statistical tests in
which the data are repeatedly elaborated; a test statistic (r2,
t-criteria,
F-criteria,
etc.) is computed for each data permutation and the proportion of the data
permutations, with test statistics values as large as the value for the
obtained results, determines the significance of the results. For the testing
of the multilinear correlation, the vector Y
permutations are processed through multilinear regression procedures with fixed
columns of matrix X. Due to a
factorial increase in time spent from the size of the vector Y, Monte-Carlo method is often be used
for producing randomization test.
References:
-
Edington E. S. Randomization tests: Marsel
Dekker, Inc.: New York and Basel, 1980, pp.195-216.
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