MANOVA for Nested Designs with Unequal Cell Sizes and Unequal Cell Covariance Matrices

We propose and study parametric bootstrap (PB) tests for heteroscedastic two-factor MANOVA with nested designs. For the problem of testing “main effects” of both factors, we develop a flexible test based on a parametric bootstrap approach. The PB test is shown to be invariant under affine-transforma...

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Published in:Journal of Applied Mathematics
Main Author: Li-Wen Xu
Format: Article
Language:English
Published: Wiley 2014-01-01
Online Access:http://dx.doi.org/10.1155/2014/649202
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author Li-Wen Xu
author_facet Li-Wen Xu
author_sort Li-Wen Xu
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container_title Journal of Applied Mathematics
description We propose and study parametric bootstrap (PB) tests for heteroscedastic two-factor MANOVA with nested designs. For the problem of testing “main effects” of both factors, we develop a flexible test based on a parametric bootstrap approach. The PB test is shown to be invariant under affine-transformations. Moreover, the PB test does not depend on the chosen weights used to define the parameters uniquely. The proposed test is compared with the approximate Hotelling T2 (AHT) test by the simulations. Simulation results indicate that the PB test performs satisfactorily for various cell sizes and parameter configurations and generally outperforms the AHT test in terms of controlling the nominal size. For the heteroscedastic cases, the PB test outperforms the AHT test in terms of power. In addition, the PB test does not lose too much power when the homogeneity assumption is actually valid.
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spelling doaj-art-0fdffa302ba24fbbaf6cc41d80eda8782025-08-20T01:14:37ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/649202649202MANOVA for Nested Designs with Unequal Cell Sizes and Unequal Cell Covariance MatricesLi-Wen Xu0College of Sciences, North China University of Technology, Beijing 100144, ChinaWe propose and study parametric bootstrap (PB) tests for heteroscedastic two-factor MANOVA with nested designs. For the problem of testing “main effects” of both factors, we develop a flexible test based on a parametric bootstrap approach. The PB test is shown to be invariant under affine-transformations. Moreover, the PB test does not depend on the chosen weights used to define the parameters uniquely. The proposed test is compared with the approximate Hotelling T2 (AHT) test by the simulations. Simulation results indicate that the PB test performs satisfactorily for various cell sizes and parameter configurations and generally outperforms the AHT test in terms of controlling the nominal size. For the heteroscedastic cases, the PB test outperforms the AHT test in terms of power. In addition, the PB test does not lose too much power when the homogeneity assumption is actually valid.http://dx.doi.org/10.1155/2014/649202
spellingShingle Li-Wen Xu
MANOVA for Nested Designs with Unequal Cell Sizes and Unequal Cell Covariance Matrices
title MANOVA for Nested Designs with Unequal Cell Sizes and Unequal Cell Covariance Matrices
title_full MANOVA for Nested Designs with Unequal Cell Sizes and Unequal Cell Covariance Matrices
title_fullStr MANOVA for Nested Designs with Unequal Cell Sizes and Unequal Cell Covariance Matrices
title_full_unstemmed MANOVA for Nested Designs with Unequal Cell Sizes and Unequal Cell Covariance Matrices
title_short MANOVA for Nested Designs with Unequal Cell Sizes and Unequal Cell Covariance Matrices
title_sort manova for nested designs with unequal cell sizes and unequal cell covariance matrices
url http://dx.doi.org/10.1155/2014/649202
work_keys_str_mv AT liwenxu manovafornesteddesignswithunequalcellsizesandunequalcellcovariancematrices