Tag Archives: balance design

Heteroscedasticity in One Way Multivariate Analysis of Variance (Published)

This work aimed at developing an alternative procedure to MANOVA test when there is problem of heteroscedasticity of dispersion matrices and compared the procedure with an existing multivariate test for vector of means (by Johanson). The alternative procedure was developed by adopting Satterthwaite’s approach of univariate test for unequal variances. The approach made use of approximate degree of freedom method in one way MANOVA when the dispersion matrices are not equal and unknown but positive definite. The new procedure was compared with Johanson (1980) procedure using simulated data when it is Multivariate normal, Multivariate Gamma and real life data by Krishnamoorthy (2010). The new procedure performed better in terms of power of the test and type I error rate when compared with Johanson procedure.

Keywords: Multivariate Analysis of variance, Power The Test, Type I Error Rate, alternative hypothesis, balance design