A monte carlo study on the robustness of four MANOVA criterion tests

Abstract

Four MANOVA tests (Wilk's Lambda, Roy's Largest Root Test, the Hotelling-Lawley Trace and the Pillai-Bartlett Trace) were studied when restricted sample data were drawn from normal populations. Robustness was compared by examining bias at critical points and fluctuations in the standard error of the empirical distributions. The Wilk's Lambda statistic was found to be the least affected by the restricted sampling.

Keywords:

• MANOVA
• Monte Carlo
• Restricted distribution