Testing Repeated Measures Hypotheses When Covariance Matrices Are Heterogeneous.

Keselman, H. J.; And Others

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Peer reviewed

ERIC Number: EJ475212

Record Type: Journal

Publication Date: 1993

Pages: N/A

Abstractor: N/A

ISBN: N/A

ISSN: ISSN-0362-9791

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Testing Repeated Measures Hypotheses When Covariance Matrices Are Heterogeneous.

Keselman, H. J.; And Others

Journal of Educational Statistics, v18 n4 p305-19 Win 1993

This article shows how a multivariate approximate degrees of freedom procedure based on the Welch-James procedure as simplified by S. Johansen (1980) can be applied to the analysis of repeated measures designs without assuming covariance homogeneity. A Monte Carlo study illustrates the approach. (SLD)

Descriptors: Analysis of Covariance, Equations (Mathematics), Hypothesis Testing, Mathematical Models, Matrices, Monte Carlo Methods

Publication Type: Reports - Evaluative; Journal Articles

Education Level: N/A

Audience: N/A

Language: English

Sponsor: N/A

Authoring Institution: N/A

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Author Affiliations: N/A