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A modified Bartlett test for heteroscedastic one-way MANOVA

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  • Jin-Ting Zhang
  • Xuefeng Liu

Abstract

In this paper, we investigate tests of linear hypotheses in heteroscedastic one-way MANOVA via proposing a modified Bartlett (MB) test. The MB test is easy to conduct via using the usual χ 2 -table. It 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 mean vectors. Simulation studies and real data applications demonstrate that the MB test performs well and is generally comparable to Krishnamoorthy and Lu’s (J Statist Comput Simul 80(8):873–887, 2010 ) parametric bootstrap test in terms of size controlling and power. Copyright Springer-Verlag 2013

Suggested Citation

  • Jin-Ting Zhang & Xuefeng Liu, 2013. "A modified Bartlett test for heteroscedastic one-way MANOVA," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(1), pages 135-152, January.
    • Handle: RePEc:spr:metrik:v:76:y:2013:i:1:p:135-152
    DOI: 10.1007/s00184-011-0379-z
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    References listed on IDEAS

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    1. Krishnamoorthy, K. & Lu, Fei & Mathew, Thomas, 2007. "A parametric bootstrap approach for ANOVA with unequal variances: Fixed and random models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5731-5742, August.
    2. Krishnamoorthy, K. & Yu, Jianqi, 2004. "Modified Nel and Van der Merwe test for the multivariate Behrens-Fisher problem," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 161-169, January.
    3. Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa, 2004. "Generalized p-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 177-189, January.
    4. Fujikoshi, Yasunori, 2000. "Transformations with Improved Chi-Squared Approximations," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 249-263, February.
    5. Gérard Letac & Hélène Massam, 2004. "All Invariant Moments of the Wishart Distribution," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(2), pages 295-318, June.
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    Cited by:

    1. Konietschke, Frank & Bathke, Arne C. & Harrar, Solomon W. & Pauly, Markus, 2015. "Parametric and nonparametric bootstrap methods for general MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 291-301.

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