Two approaches to extend classical MANOVA tests to the unequal covariances case

Abstract

This article presents two approaches to extend classical MANOVA tests to the unequal covariances case. The first approach is illustrated by extending the classical Wilks test, which is valid only when covariances are equal. Such tests will be based on exact probabilities of certain extreme regions. We will also show how tests numerically equivalent to the parametric bootstrap tests could be easily obtained without using any bootstrap sampling arguments, so that resulting p-values are also based on exact probabilities of well defined extreme regions. Being systematic approaches, by taking similar approaches, researchers should be able to derive generalized tests in MANCOVA, higher-way MANOVA, and in RM MANOVA under heteroscedasticity, in which the parametric bootstrap type approaches run into difficulties.

Keywords

• Generalized inference
• parametric bootstrap
• generalized p-value
• fiducial inference

References

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