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RE: st: RE: How to perform a non parametric manova


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: How to perform a non parametric manova
Date   Wed, 26 May 2010 13:31:06 +0100

Thanks for that reference. This kind of question presumably arises out of wanting to have it both ways, to do a MANOVA while worrying about whether assumptions are satisfied; no criticism there, as to some degree most statistical science is under the same tension. 

I suspect you would have to go outside Stata to do this. Many ecologists these days have moved towards R. Alternatively, transformation of the data before MANOVA may give some guidance what is fragile and what is robust, in one sense of that over-used word. 

Nick 
n.j.cox@durham.ac.uk 

Steve Samuels

"Does such a thing even exist?"

Apparently, yes. A google search of "nonparametric manova" turns up a
permutation test: Austral Ecology (2001) 26, 32-46.  A new method for
non-parametric multivariate analysis of variance, by  Marti J.
Anderson

The test isn't implemented in Stata. And, "nonparametric" doesn't mean
"robust". To quote the paper (p. 37): "Like its univariate
counterpart, which is sensitive to heterogeneity of variances, this
test and its predecessors that use permutations.... will also be
sensitive to differences in the dispersions of points, even if the
locations do not differ."

On Wed, May 26, 2010 at 7:42 AM, Nick Cox <n.j.cox@durham.ac.uk>
wrote: > Does such a thing even exist? For example, even
Kruskal-Wallis is a very > limited parody of -anova-. (No scope for
handling interactions so far as > I know.) >
>
> amatoallah ouchen >
> Does anyone have an idea about how to perform a non parametric manova? > an equivalent of the kruskal wallis test for anova? >
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