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


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   Thu, 27 May 2010 08:19:11 -0700

About 20 years ago I studied the effects of unequal variances on t-tests, Wilcoxon etc.  I found the non-parametric tests were more robust than the normal theory based tests.  However, I recall that I didn't look at the unequal n case - and that could have messed things up...

Lachenbruch, P.A. (1991) "The Performance of tests when observations have different variances," Journal of Statistical Computation and Simulation, 40:83-92.
	
Lachenbruch, P.A., and P.J. Clements (1991) 'ANOVA, Kruskal-Wallis, Normal Scores and Unequal Variance," Communications in Statistics - Theory and Methods, 20(l):107-126.

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 Steve Samuels
Sent: Wednesday, May 26, 2010 5:13 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: How to perform a non parametric manova

"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."

Steve

Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783


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/ >

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*   For searches and help try:
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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

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*   For searches and help try:
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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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