A Multivariate Extension of Friedman's χ_r²-Test with Random Covariates

Abstract

This article investigates a nonparametric procedure for testing for no treatment differences in multivariate two-way layouts with random covariates. The method is an extension of the Friedman χ _r ²-test. Permutation and asymptotic permutation distributions are given and various asymptotic relative efficiency results are presented. An example illustrates the method.