The Annals of Statistics

On Dependent Tests of Significance in the Multivariate Analysis of Variance

Richard L. Dykstra

Full-text: Open access

Abstract

It is shown that in the MANOVA situation, certain dependent tests of hypothesis may be combined to obtain an overall conservative significance level. The result holds whether one uses the Wilks, Roy, Lawley-Hotelling or Pillai test criterion. This generalizes a result due to Kimball in univariate ANOVA.

Article information

Source
Ann. Statist., Volume 7, Number 2 (1979), 459-461.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176344628

Digital Object Identifier
doi:10.1214/aos/1176344628

Mathematical Reviews number (MathSciNet)
MR520254

Zentralblatt MATH identifier
0399.62044

JSTOR
links.jstor.org

Subjects
Primary: 62H05: Characterization and structure theory

Keywords
Wishart distribution characteristic roots positive dependence significance level MANOVA

Citation

Dykstra, Richard L. On Dependent Tests of Significance in the Multivariate Analysis of Variance. Ann. Statist. 7 (1979), no. 2, 459--461. doi:10.1214/aos/1176344628. https://projecteuclid.org/euclid.aos/1176344628


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