Nonparametric MANOVA in meaningful effects

Dennis Dobler (), Sarah Friedrich () and Markus Pauly ()
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Dennis Dobler: Vrije Universiteit Amsterdam
Sarah Friedrich: University of Copenhagen
Markus Pauly: Technical University of Dortmund

Annals of the Institute of Statistical Mathematics, 2020, vol. 72, issue 4, No 5, 997-1022

Abstract: Abstract Multivariate analysis of variance (MANOVA) is a powerful and versatile method to infer and quantify main and interaction effects in metric multivariate multi-factor data. It is, however, neither robust against change in units nor meaningful for ordinal data. Thus, we propose a novel nonparametric MANOVA. Contrary to existing rank-based procedures, we infer hypotheses formulated in terms of meaningful Mann–Whitney-type effects in lieu of distribution functions. The tests are based on a quadratic form in multivariate rank effect estimators, and critical values are obtained by bootstrap techniques. The newly developed procedures provide asymptotically exact and consistent inference for general models such as the nonparametric Behrens–Fisher problem and multivariate one-, two-, and higher-way crossed layouts. Computer simulations in small samples confirm the reliability of the developed method for ordinal and metric data with covariance heterogeneity. Finally, an analysis of a real data example illustrates the applicability and correct interpretation of the results.

Keywords: Covariance heteroscedasticity; Multivariate data; Multivariate ordinal data; Multiple samples; Rank-based methods; Wild bootstrap (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10463-019-00717-3

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