FAQ/uneqcovs - CBU statistics Wiki
location: FAQ / uneqcovs

What do I do if I have unequal group covariance matrices when doing a MANOVA?

Tabachnick and Fidell (2007) suggest that Wilks Lambda should be used to compare 2 or more mean vectors between groups when doing a multivariate analysis of variance (MANOVA). If, however, Box's M test signifies that the group covariance matrices differ they suggest using Pillai's criterion as it has been found to have a more robust multivariate significance when the homogeneity of variance assumption is violated (Olson, 1979). Both these multivariate generalizations of the F test are outputted by the SPSS GLM and MANOVA procedures.


Olson CL (1979) Practical considerations in choosing a MANOVA test statistic: A rejoinder to Stevens. Psychological Bulletin, 86, 1350-1352.

(A PDF copy of the above paper is available for CBSU users via ScienceDirect).

Tabachnick BG and Fidell LS (2007) Using Multivariate Statistics. Pearson Education:Boston.

None: FAQ/uneqcovs (last edited 2013-03-08 10:17:37 by localhost)