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Two-Way MANOVA With Unequal Cell Sizes and Unequal Cell Covariance Matrices

Summary: This article proposes an approximate Hotelling T2 test for heteroscedastic two-way multivariate analyses of variables (MANOVA). Simulations demonstrate that the test generally outperforms existing approaches in size and power. The test methodology is illustrated through analysis of a smoking cessation trial dataset.

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  • Topics: Statistics
  • Keywords: Analysis of variance (ANOVA), Heteroscedastic method, Hotelling’s T2 statistic, Hypothesis testing, Multivariate analysis, Wald-type statistic, Wishart-approximation
  • Author: Zhang, Jin-Ting
  • Journal: Technometrics