On choosing a test statistic in multivariate analysis of variance

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Abstract

Users of multivariate analysis of variance must choose which of several available test statistics to employ as a generalization of the usual univariate F statistic. A review of statistical literature concerning the power and robustness of the 4 most promising tests leads to the recommendation of K. C. Pillai's (1955) and M. S. Bartlett's (1939) trace statistic for general use. A survey of recent experimental reports revealed that psychologists have been using a 2nd best statistic and that they have frequently failed to specify their statistic to let readers judge its appropriateness. To facilitate increased use of the Pillai-Bartlett statistic, information is given concerning computation, the availability of significance tables, and a convenient F approximation. (45 ref) (PsycINFO Database Record (c) 2006 APA, all rights reserved). © 1976 American Psychological Association.

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Olson, C. L. (1976). On choosing a test statistic in multivariate analysis of variance. Psychological Bulletin, 83(4), 579–586. https://doi.org/10.1037/0033-2909.83.4.579

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