A note on the modified two-way MANOVA tests

Jin-Ting Zhang and Shengning Xiao

Statistics & Probability Letters, 2012, vol. 82, issue 3, 519-527

Abstract: For heteroscedastic two-way MANOVA, the so-called modified MANOVA tests proposed recently are too conservative, not powerful and not affine-invariant. In this note, we show how they can be improved and can be made affine-invariant. A real data example and some simulation studies are used to illustrate and demonstrate the methodologies.

Keywords: Heteroscedastic two-way MANOVA; Quadratic form of random matrix; Modified MANOVA test; Wishart-approximation (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2011.12.005

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