A Monte Carlo Simulation Study Robustness of Manova Test Statistics in Bernoulli and Uniform Distribution

Authors : Şeyma KOÇ, Demet ÇANGA, Ayşe Betül ÖNEM, Esra YAVUZ, Mustafa ŞAHİN

Pages : 42-51

View : 15 | Download : 5

Publication Date : 2019-04-01

Article Type : Research Paper

Abstract :The aim of this study is to compare the robustness of Manova test statistics against the Type I error rate using the Monte Carlo simulation in Bernoulli and Uniform distribution. In the method, numbers have been generated according to constant and increasing variance for g= 3, 4, 5 group p= 3, 5, 7 dependent variables n= 10, 30, 60 sample size using the RStudio. The specified combinations have been repeated 10,000 times. As the result Pillai Trace test statistic has been the least deviating from the nominal α =0.05 value. Wilk Lambda and Hotelling-Lawley Trace test statistics results have been close to each other. Researchers can get help from these suggested results during their own study.
Keywords : Monte Carlo, Simulation, Bernoulli, Uniform