Abstract
In many applications researchers collect multivariate binary response data under two or more, naturally ordered, experimental conditions. In such situations one is often interested in using all binary outcomes simultaneously to detect an ordering among the experimental conditions. To make such comparisons we develop a general methodology for testing for the multivariate stochastic order between K ≥ 2 multivariate binary distributions. The proposed test uses order restricted estimators which, according to our simulation study, are more efficient than the unrestricted estimators in terms of mean squared error. The power of the proposed test was compared with several alternative tests. These included procedures which combine individual univariate tests for order, such as union intersection tests and a Bonferroni based test. We also compared the proposed test with unrestricted Hotelling's T(2) type test. Our simulations suggest that the proposed method competes well with these alternatives. The gain in power is often substantial. The proposed methodology is illustrated by applying it to a two-year rodent cancer bioassay data obtained from the US National Toxicology Program (NTP). Supplemental materials are available online.