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Comparative Robustness of Six Tests in Multivariate Analysis of Variance.

Authors :
Olson, Chester L.
Source :
Journal of the American Statistical Association. Dec74, Vol. 69 Issue 348, p894. 15p.
Publication Year :
1974

Abstract

Monte Carlo methods were used to study the performance of the largest-root test, two trace-type tests and three determinantal tests in the fixed-effects MANOVA model when certain assumptions are violated. Results indicated that for protection against nonnormality and heterogeneity of covariance matrices, the largest-root test should be avoided, while the Pillai-Bartlett trace test may be recommended as the most robust of the MANOVA tests, with adequate power to detect true differences in a variety of situations. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01621459
Volume :
69
Issue :
348
Database :
Academic Search Index
Journal :
Journal of the American Statistical Association
Publication Type :
Academic Journal
Accession number :
4612682
Full Text :
https://doi.org/10.1080/01621459.1974.10480224