 Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matricesLi-Wen Xu Journal of Multivariate Analysis, 2015, vol. 133, issue C, 291-303 Abstract: In this article, we propose a parametric bootstrap (PB) test for testing main, simple and interaction effects in heteroscedastic two-way MANOVA models under multivariate normality. The PB test is shown to be invariant under permutation-transformations, and affine-transformations, respectively. Moreover, the PB test is independent of the choice of weights used to define the parameters uniquely. The proposed test is compared with existing Lawley–Hotelling trace (LHT) and approximate Hotelling T2 (AHT) tests by the invariance and the intensive simulations. Simulation results indicate that the PB test performs satisfactorily for various cell sizes and parameter configurations when the homogeneity assumption is seriously violated, and tends to outperform the LHT and AHT tests for moderate or larger samples in terms of power and controlling size. In addition, simulation results also indicate that the PB test does not lose too much power when the homogeneity assumption is actually valid or the model assumptions are approximately correct. Keywords: Bootstrap re-sampling; Heteroscedastic two-way MANOVA; Unbalanced data (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:133:y:2015:i:c:p:291-303 Ordering information: This journal article can be ordered from DOI: 10.1016/j.jmva.2014.09.015 Access Statistics for this article Journal of Multivariate Analysis is currently edited by de Leeuw, J. More articles in Journal of Multivariate Analysis from Elsevier |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.