Bootstrapping analogs of the one way MANOVA test

Abstract

Analogs of the classical one way MANOVA model have recently been suggested that do not assume that population covariance matrices are equal or that the error vector distribution is known. These tests are based on the sample mean and sample covariance matrix corresponding to each of the p populations. We show how to extend these tests using other measures of location such as the trimmed mean or coordinatewise median. These new bootstrap tests can have some outlier resistance, and can perform better than the tests based on the sample mean if the error vector distribution is heavy tailed.

Keywords:

• Behrens–Fisher problem
• bootstrap
• confidence region
• coordinatewise median

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary 62H15
• Secondary 62G09

Acknowledgments

The authors thank a referee for comments that improved this article.