On Dependent Tests of Significance in the Multivariate Analysis of Variance

Richard L. Dykstra

doi:10.1214/aos/1176344628

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Home > Journals > Ann. Statist. > Volume 7 > Issue 2 > Article

March, 1979 On Dependent Tests of Significance in the Multivariate Analysis of Variance

Richard L. Dykstra

Ann. Statist. 7(2): 459-461 (March, 1979). DOI: 10.1214/aos/1176344628

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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.

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Richard L. Dykstra. "On Dependent Tests of Significance in the Multivariate Analysis of Variance." Ann. Statist. 7 (2) 459 - 461, March, 1979. https://doi.org/10.1214/aos/1176344628

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Published: March, 1979

First available in Project Euclid: 12 April 2007

zbMATH: 0399.62044

MathSciNet: MR520254

Digital Object Identifier: 10.1214/aos/1176344628

Subjects:

Primary: 62H05

Keywords: characteristic roots , MANOVA , Positive dependence , significance level , Wishart distribution

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Ann. Statist.

Vol.7 • No. 2 • March, 1979

Institute of Mathematical Statistics

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Richard L. Dykstra "On Dependent Tests of Significance in the Multivariate Analysis of Variance," The Annals of Statistics, Ann. Statist. 7(2), 459-461, (March, 1979)

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