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Activity Number:
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320
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Type:
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Contributed
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Date/Time:
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Tuesday, August 4, 2009 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #305756 |
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Title:
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Robust Heteroscedastic MANOVA: Asymptotics and Small Sample Approximations
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Author(s):
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Solomon W. Harrar*+ and Arne C. Bathke
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Companies:
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The University of Montana and University of Kentucky
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Address:
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32 Campus Drive, Missoula, MT, 59812,
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Keywords:
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Heteroscedasticity ; multivariate statistics ; local alternatives ; rank-based method ; asymptotics ; rank transforms
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Abstract:
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In this talk, we present results for testing main effects and interaction effects in Heteroscedastic multi-factor MANOVA. In particular, we suggest modifications to the usual MANOVA statistics to account for heteroscedasticity and study their asymptotic distributions in different asymptotic settings. The results are extended to rank-based versions of the statistics. Based on the results, we propose some small sample approximations. Simulation studies are carried out to assess the quality of the asymptotic and small sample approximations. Finally, the application of the results are illustrated via a real data example.
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