12.6 One-Factor MANOVA

Suppose that we have k multivariate normal populations with possibly different mean vectors, but the same covariance matrix. Let {Yij: j = 1, …, ni} be iid Np(μiΣ), i = 1, …, k. We may write the one-factor MANOVA model as



where {εij} are iid Np(0Σ). We can also rewrite the above as a factor-effect model



where μ=(ni/n)μisi193_e, αi =μiμ and n = n1 + ⋯ + nk is the total number ...

Get Theory and Methods of Statistics now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.