MANOVARM: MANOVA.RM: A package for calculating test statistics and...

In MANOVA.RM: Resampling-Based Analysis of Multivariate Data and Repeated Measures Designs

MANOVA.RM: A package for calculating test statistics and their resampling versions for heteroscedastic semi-parametric multivariate data or repeated measures designs.

Description

The MANOVA.RM package provides three important functions: MANOVA(), RM() and multRM() which will be explained in detail below.

MANOVA and MANOVA.wide function

The MANOVA() and MANOVA.wide() functions provide the Wald-type statistic (WTS) as well as a modified ANOVA-type statistic (MATS) as in Friedrich and Pauly (2018) for multivariate designs with metric data as described in Konietschke et al. (2015). These are applicable for non-normal error terms, different sample sizes and/or heteroscedastic variances. The MATS can even handle designs involving singular covariance matrices. The tests are implemented for designs with an arbitrary number of crossed factors or for nested designs. In addition to the asymptotic p-values, they also provide p-values based on resampling approaches (parametric or wild bootstrap). The difference between the two functions is the format of the data: For MANOVA(), the data needs to be in long format, while MANOVA.wide() is for data in wide format. For further details, see MANOVA and MANOVA.wide.

RM function

The RM() function provides the Wald-type statistic (WTS) as well as the ANOVA-type statistic (ATS) for repeated measures designs with metric data as described in Friedrich et al. (2017). These are even applicable for non-normal error terms and/or heteroscedastic variances. It is implemented for designs with an arbitrary number of whole-plot and sub-plot factors and allows for different sample sizes. In addition to the asymptotic p-values, it also provides p-values based on resampling approaches (Permutation, parametric bootstrap, Wild bootstrap). For further details, see RM.

multRM function

The multRM() function is a combination of the procedures above suited for multivariate repeated measures designs. It provides the WTS and the MATS along with p-values based on a parametric or a wild bootstrap approach.

References

Friedrich, S., Konietschke, F., and Pauly, M. (2019). Resampling-Based Analysis of Multivariate Data and Repeated Measures Designs with the R Package MANOVA.RM. The R Journal, 11(2), 380-400.

Konietschke, F., Bathke, A. C., Harrar, S. W. and Pauly, M. (2015). Parametric and nonparametric bootstrap methods for general MANOVA. Journal of Multivariate Analysis, 140, 291-301.

Friedrich, S., Brunner, E. and Pauly, M. (2017). Permuting longitudinal data in spite of the dependencies. Journal of Multivariate Analysis, 153, 255-265.

Friedrich, S., Konietschke, F., Pauly, M. (2016). GFD - An R-package for the Analysis of General Factorial Designs. Journal of Statistical Software, 79(1), 1-18.

Bathke, A., Friedrich, S., Konietschke, F., Pauly, M., Staffen, W., Strobl, N. and Hoeller, Y. (2018). Testing Mean Differences among Groups: Multivariate and Repeated Measures Analysis with Minimal Assumptions. Multivariate Behavioral Research. Doi: 10.1080/00273171.2018.1446320.

Friedrich, S., and Pauly, M. (2018). MATS: Inference for potentially singular and heteroscedastic MANOVA. Journal of Multivariate Analysis, 165, 166-179.

MANOVA.RM documentation built on Aug. 25, 2023, 5:15 p.m.