A wald test for the multivariate analysis of variance:small sample critical values
Titel:
A wald test for the multivariate analysis of variance:small sample critical values
Auteur:
Randall, Robert L. Woodward, J. Arthur Bonett, Douglas G.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 26 (1997) nr. 4 pagina's 1275-1299
Jaar:
1997
Inhoud:
The Wald test can be applied to test all standard hypotheses in the univariate and multivariate ANOVA models, linear and log-linear multinomial models, linear and nonlinear regression models, and many other models by making minor changes to the test statistic. Because of its simplicity and generality, the Wald test has great practical and pedagogical appeal. However, in a number of cases including the multivariate analysis of variance model (MANOVA), the Wald test can only be used with very large samples because its exact distribution is unknown and approximations are highly inaccurate in the multivariate case. The Bartlett-Nanda-Pallai Trace (BNPT), Lawley-Hotelling Trace (LHT), Wilk's Lambda (WL), and Roy's Maximum Root (RMR) also can be used to test hypotheses in the MANOVA model. But unlike the multivariate Wald test tables of critical values have been developed for these statistics so they can be used in small samples, A table of critical values for the multivariate Wald test is introduced here that is similar in scope to the tobies that have been developed for the other multivariate tests.