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From |
"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

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

Date |
Wed, 26 May 2010 09:17:04 -0700 |

There is an old book by Puri and Sen (1971) "Nonparametric Multivariate Analysis" published by Wiley (not exactly sure of the title). Two other approaches: 1. use rank transforms on the data (replace the observations by their ranks) and then do a MANOVA. 2. Adopt a permutation approach: find the statistic of interest from MANOVA and do a permutation test on it. 1000 permutations is a good start, for the final paper, I'd go up a bit to maybe 10000 permutations. Tony Peter A. Lachenbruch Department of Public Health Oregon State University Corvallis, OR 97330 Phone: 541-737-3832 FAX: 541-737-4001 -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: Wednesday, May 26, 2010 5:31 AM To: statalist@hsphsun2.harvard.edu Subject: RE: st: RE: How to perform a non parametric manova 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? > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How to perform a non parametric manova***From:*amatoallah ouchen <at.ouchen@gmail.com>

**st: RE: How to perform a non parametric manova***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: RE: How to perform a non parametric manova***From:*Steve Samuels <sjsamuels@gmail.com>

**RE: st: RE: How to perform a non parametric manova***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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