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On choosing a test statistic in multivariate analysis of variance

Olson, Chester L.·1976·Psychological Bulletin

DOI 10.1037/0033-2909.83.4.579

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“However, the use of simulations to compare power among several statistical methods for particular alternative hypotheses is valid and useful, especially for multivariate tests such as those examined here, where potential alternative hypotheses have so many facets (Olson, 1976; Rencher, 1998).”
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“For some comparisons of various parametric MANOVA statistics and their properties, see Johnson and Field (1993) and Olson (1974, 1976).”
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“Olson (1974, 1976) compared these statistics, along with other statistics, and recommended Pillai's for general use.”
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“The robustness of multivariate test statistics with unequal covariance matrices is, however, relatively high, so that type I errors are negligible (Olson 1976, Stevens 1979).”
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“Therefore to report the MANCOVA results, the results of Pillai's Trace test, which is the most robust of the multivariate tests in face of the assumption violation (Olson, 1976) were used.”
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“This is because it takes account of the degree of overlap of the entire distribution (Olson, 1976).”
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“As in Experiment 1, the statistical analysis was performed by a MANOVA with Pillai-Bartlett V as test statistics (Olson, 1976), followed by ANOVAs with Geisser-Greenhouse correction of degrees of freedom, on each muscle separately.”
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“We report only the value of the first test, the most robust of the 4 methods.(33,34) We looked for differences between the NSLBP and control groups in the principal motion, as well as the coupled (accompanying) motion.”
Method
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“~All multivariate F's reported in this paper are tested by Pillai's criterion ( Olson, 1976 ).”
Method
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Method
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Method
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“Therefore, the Pillai's Trace statistic was used in the MANOVA analysis because it provides a robust criterion when homogeneity of covariance in the data has been violated and still maintains the power to detect existing differences (Olson, 1976).”
Method
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“The Pillai-Trace statistics have been shown to be less sensitive to deviations fromassumptions than other multivariate statistics [33, 34].”
Background
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“To verify whether the MANOVA revealed significant differences among groups, we used the Pillai trace test statistic, as it is considered to be less sensitive to deviations from assumptions than other multivariate statistics (Johnson and Field, 1993; Olson, 1976).”
Method
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“Because of the unequal sample sizes across groups, we used a Type III Sums of Squares MANCOVA (which corrects for unequal sample sizes) and report on the outcome of the Pillai-Bartlett Trace (V) test (the most robust test for unbalanced groups; Olson 1976).”
Method
The Misuse of Repeated Measures Analysis in Marketing Research
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The impact of family presence on the physician-cancer patient interaction
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“In our applications, all multivariate test criteria (c f. Olson, 1976) correspond to the same (exact) F - statistic that is reported.”
Method
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“The Pillai-Trace statistic has been shown to be less sensitive to deviations from assumptions than other multivariate statistics [50, 51].”
Background
Descriptive and Inferential Statistics
Leon, A. C. (1998) · Comprehensive Clinical Psychology · doi:10.1016/b0080-4270(73)00264-9 · Cited by 82
Abnormal spontaneous and harmaline-stimulated Purkinje cell activity in the awake genetically dystonic rat
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“Pillai’s trace was used instead of Wilks’ lambda to evaluate multivariate significance because of minor violations of the homogeneity of variance-covariance assumption (Olsen 1976).”
Multivariate Analysis
Baggaley, A. R. (1981) · Evaluation Review · doi:10.1177/0193841x8100500106 · Cited by 82
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Neuropsychological characteristics of empirically derived subgroups of learning disabled readers
Lyon, R., Stewart, N., & Freedman, D. G. (1982) · Journal of Clinical and Experimental Neuropsychology · doi:10.1080/01688638208401142 · Cited by 81
Validity of Measures of Math- and Science-Related Self-Efficacy for African Americans and European Americans
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Coombs, W. T., Algina, J. J., & Oltman, D. O. (1996) · Review of Educational Research · doi:10.3102/00346543066002137 · Cited by 79
Effects of a cognitive specific imagery intervention on the soccer skill performance of young athletes: Age group comparisons
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Interhemispheric asymmetries in the perception of unimanual and bimanual cutaneous stimuli
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“The significance of the effects was assessed using a multivariate approach for repeated measures, specifically by means of Pillai's trace, the most robust and sensitive multivariate test (Olsen, 1976).”
Method
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Effects of goal level on performance: A trade-off of quantity and quality.
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Authors: Olson, C. L.
Affiliations: McGill University (CA)
Corresponding author: Olson, Chester L.
Venue: Psychological Bulletin
Publisher: American Psychological Association (APA)
Published: 1976-07
Volume: 83
Issue: 4
Pages: 579-586
ISSN: 0033-2909 (ISSN-L)
1939-1455
DOI: 10.1037/0033-2909.83.4.579
OpenAlex: W2059439688
Cited by: 649
References: 37
Citations by year: 2026: 31 · 2025: 18 · 2024: 20 · 2023: 19 · 2022: 12 · 2021: 17 · 2020: 18 · 2019: 17 · 2018: 20 · 2017: 13 · 2016: 37 · 2015: 21 · 2014: 20 · 2013: 7 · 2012: 19
FWCI: 16.37
Type: journal article
Language: en
Open access: closed
Locations: Psychological Bulletin (publishedVersion)
Topics: Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
Social Sciences › Decision Sciences › Management Science and Operations Research › Psychometric Methodologies and Testing
Keywords: multivariate analysis of variance, hypothesis testing

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On choosing a test statistic in multivariate analysis of variance

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