Technometrics vol. 53 issue 4 - November 2011
Abstract: 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.
Keywords: Analysis of variance (ANOVA); Heteroscedastic method; Hotelling’s T2 statistic; Hypothesis testing; Multivariate analysis; Wald-type statistic; Wishart-approximation
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