A note on the modified two-way MANOVA tests

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.

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Year of publication:	2012
Authors:	Zhang, Jin-Ting ; Xiao, Shengning
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 3, p. 519-527
Publisher:	Elsevier
Subject:	Heteroscedastic two-way MANOVA \| Quadratic form of random matrix \| Modified MANOVA test \| Wishart-approximation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571754