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Nonparametric MANOVA in meaningful effects

  • Dennis DoblerEmail author
  • Sarah Friedrich
  • Markus Pauly
Article
  • 36 Downloads

Abstract

Multivariate analysis of variance (MANOVA) is a powerful and versatile method to infer and quantify main and interaction effects in metric multivariate multi-factor data. It is, however, neither robust against change in units nor meaningful for ordinal data. Thus, we propose a novel nonparametric MANOVA. Contrary to existing rank-based procedures, we infer hypotheses formulated in terms of meaningful Mann–Whitney-type effects in lieu of distribution functions. The tests are based on a quadratic form in multivariate rank effect estimators, and critical values are obtained by bootstrap techniques. The newly developed procedures provide asymptotically exact and consistent inference for general models such as the nonparametric Behrens–Fisher problem and multivariate one-, two-, and higher-way crossed layouts. Computer simulations in small samples confirm the reliability of the developed method for ordinal and metric data with covariance heterogeneity. Finally, an analysis of a real data example illustrates the applicability and correct interpretation of the results.

Keywords

Covariance heteroscedasticity Multivariate data Multivariate ordinal data Multiple samples Rank-based methods Wild bootstrap 

Notes

Acknowledgements

This work was supported by the German Research Foundation (Grant No. PA-2409 4-1).

Supplementary material

10463_2019_717_MOESM1_ESM.pdf (211 kb)
Supplementary material 1 (pdf 211 KB)

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Copyright information

© The Institute of Statistical Mathematics, Tokyo 2019

Authors and Affiliations

  1. 1.Department of MathematicsVrije Universiteit AmsterdamAmsterdamThe Netherlands
  2. 2.Section of BiostatisticsUniversity of CopenhagenCopenhagenDenmark
  3. 3.Institute for Mathematical Statistics and Industrial Applications, Faculty of StatisticsTechnical University of DortmundDortmundGermany

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