Comparative Robustness of Six Tests in Multivariate Analysis of Variance

作者：Chester L. Olson · 发表于：Journal of the American Statistical Association · 年份：1974 · DOI：10.1080/01621459.1974.10480224 · 被引用次数：494 · 研究领域：Advanced Statistical Methods and Models、Optimal Experimental Design Methods、Statistical Methods and Bayesian Inference

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.