FAQ/uneqcovs - CBU statistics Wiki

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Revision 1 as of 2011-01-12 14:56:14

location: FAQ / uneqcovs
  • = What do I do if I have unequal group covariance matrices when doing a MANOVA? =

Tabachnick and Fidell (2007) suggest that Wilks Lambda should be used as a means of comparing mean vectors between two or more groups when doing a multivariate analysis of variance (MANOVA). If, however, Box's M test signifies that the group covariance matrices differ they suggest using Pillai's trace as it has been found to have a more robust multivariate significance when the homogeneity of variance assumption is violated (Olson, 1979).

References

Olson CL (1979) Practical considerations in choosing a MANOVA test statistic: A rejoinder to Stevens. Psychological Bulletin, 86, 1350-1352.

(A PDF copy of the above paper is available for CBSU users via ScienceDirect).

Tabachnick BG and Fidell LS (2007) Using Multivariate Statistics. Pearson Education:Boston.