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RE: st: RE: How to perform a non parametric manova
From
"Lachenbruch, Peter" <[email protected]>
To
"'[email protected]'" <[email protected]>
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: [email protected] [mailto:[email protected]] On Behalf Of Steve Samuels
Sent: Wednesday, May 26, 2010 5:13 AM
To: [email protected]
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
[email protected]
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 <[email protected]>
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/