Title
Two-Way MANOVA With Unequal Cell Sizes and Unequal Cell Covariance Matrices
Abstract
In this article, we propose and study an approximate Hotelling T(2) (AHT) test for heteroscedastic two-way MANOVA. The AHT test is shown to be invariant under affine-transformations, different choices of the contrast matrix used to define the same hypothesis, and different labeling schemes of the cell mean vectors. We demonstrate via intensive simulations that the AHT test generally performs well and outperforms two existing approaches in terms of size and power. An extension of the AHT test for heteroscedastic multi-way MANOVA is briefly described. A dataset from a smoking cessation trial is analyzed to illustrate the methodologies. This article has supplementary material online in a single archive.
Year
DOI
Venue
2011
10.1198/TECH.2011.10128
TECHNOMETRICS
Keywords
Field
DocType
Approximate Hotel ling T(2) test,Heteroscedastic two-way MANOVA,Tests of linear hypotheses,Wald-type statistic,Wishart-approximation
Econometrics,Multivariate analysis of variance,Heteroscedasticity,Matrix (mathematics),Hotelling's T-squared distribution,Invariant (mathematics),Statistics,Mathematics,Covariance
Journal
Volume
Issue
ISSN
53
4
0040-1706
Citations 
PageRank 
References 
4
0.75
4
Authors
1
Name
Order
Citations
PageRank
Jin-Ting Zhang193.20