On Comparisons of Exact Powers of Bivariate GMANOVA Tests
Authors:
Takayuki Yamada
Affiliation:
1. Department of Mathematics , Chuo University , Tokiyo, Japan yma@gug.math.chuo-u.ac.jp
Abstract:
Exact powers of four classical tests in a GMANOVA model are compared numerically when the order of the error sum of square matrix is 2. The four tests are likelihood ratio (=LR), Pillai's V, Hotelling's T2, and Roy's largest root tests. It turns out that for small sizes, there are a few cases in which Rothenberg's condition for the relative magnitude of asymptotic powers of three standard tests does not hold.