Comparative Robustness of Six Tests in Multivariate Analysis of Variance
多元方差分析中六种检验的稳健性比较
Monte Carlo methods were used to study the performance of the largest-root test, two trace-type tests and three determinantal tests in the fixed-effects MANOVA model when certain assumptions are violated. Results indicated that for protection against nonnormality and heterogeneity of covariance matrices, the largest-root test should be avoided, while the Pillai-Bartlett trace test may be recommended as the most robust of the MANOVA tests, with adequate power to detect true…