Comparative Robustness of Six Tests in Multivariate Analysis of Variance
Journal of the American Statistical AssociationPublished 1 December 1974
Chester L. Olson
Citations486
SJR quartileQ1
SJR score4.10
SNIP3.08
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Abstract
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.
Keywords
MathematicsDecision Sciences
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