Multivariate analysis of variance (James test): Multivariate analysis of variance (James test)
Description
Multivariate analysis of variance without assuming equality of the covariance matrices.
Usage
maovjames(x, ina, a = 0.05)
Arguments
x
A matrix containing Euclidean data.
ina
A numerical or factor variable indicating the groups of the data.
a
The significance level, set to 0.005 by default.
Value
A vector with the next 4 elements:
test
The test statistic.
correction
The value of the correction factor.
corr.critical
The corrected critical value of the chi-square distribution.
p-value
The p-value of the corrected test statistic.
Details
Multivariate analysis of variance without assuming equality of the covariance matrices.
References
G.S.James (1954). Tests of Linear Hypotheses in Univariate and Multivariate Analysis when the Ratios of the Population Variances are Unknown.
Biometrika, 41(1/2): 19-43.