Title
Multivariate Welch t-test on distances.
Abstract
Motivation: Permutational non-Euclidean analysis of variance, PERMANOVA, is routinely used in exploratory analysis of multivariate datasets to draw conclusions about the significance of patterns visualized through dimension reduction. This method recognizes that pairwise distance matrix between observations is sufficient to compute within and between group sums of squares necessary to form the (pseudo) F statistic. Moreover, not only Euclidean, but arbitrary distances can be used. This method, however, suffers from loss of power and type I error inflation in the presence of heteroscedasticity and sample size imbalances. Results: We develop a solution in the form of a distance-based Welch t-test, T-W(2), for two sample potentially unbalanced and heteroscedastic data. We demonstrate empirically the desirable type I error and power characteristics of the new test. We compare the performance of PERMANOVA and T-W(2) in reanalysis of two existing microbiome datasets, where the methodology has originated.
Year
DOI
Venue
2016
10.1093/bioinformatics/btw524
BIOINFORMATICS
Field
DocType
Volume
Pairwise comparison,Data mining,Heteroscedasticity,Dimensionality reduction,Statistic,Computer science,Multivariate statistics,Distance matrix,Type I and type II errors,Statistics,Sample size determination
Journal
32
Issue
ISSN
Citations 
23
1367-4803
0
PageRank 
References 
Authors
0.34
0
1
Name
Order
Citations
PageRank
Alexander V. Alekseyenko1379.10