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Tang, K. Linda; Algina, James – Multivariate Behavioral Research, 1993
Type I error rates of four multivariate tests (Pilai-Bartlett trace, Johansen's test, James' first-order test, and James' second-order test) were compared for heterogeneous covariance matrices in 360 simulated experiments. The superior performance of Johansen's test and James' second-order test is discussed. (SLD)
Descriptors: Analysis of Covariance, Analysis of Variance, Comparative Analysis, Equations (Mathematics)