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Multivariate Analysis of Covariance (MANCOVA)×Diskriminanzanalyse×Hotelling's T²-Test×Multivariate Varianzanalyse (MANOVA)×
FachgebietStatistikStatistikStatistikStatistik
FamilieHypothesis testLatent structureHypothesis testHypothesis test
Entstehungsjahr1970193619311932
UrheberExtension of MANOVA and ANCOVA traditions; consolidated in multivariate textbooks by the 1970s–1980sRonald A. FisherHarold HotellingSamuel Stanley Wilks (Wilks' Lambda, 1932); Roy, Hotelling, Pillai (mid-20th c.)
TypParametric multivariate mean comparison with covariate controlSupervised classification and dimension reductionMultivariate parametric mean comparisonParametric multivariate mean comparison
Wegweisende QuelleTabachnick, B. G. & Fidell, L. S. (2019). Using Multivariate Statistics (7th ed.). Pearson. ISBN: 978-0134790541Fisher, R. A. (1936). The use of multiple measurements in taxonomic problems. Annals of Eugenics, 7(2), 179–188. DOI ↗Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378. link ↗Tabachnick, B.G. & Fidell, L.S. (2013). Using Multivariate Statistics (6th ed.). Pearson. ISBN: 978-0205849574
AliasnamenMANCOVA, multivariate ANCOVA, MANOVA with covariates, MANCOVA — Çok Değişkenli Kovaryans AnaliziLDA, Fisher discriminant analysis, discriminant function analysis, canonical discriminant analysisHotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squaredMultivariate ANOVA, Çok Değişkenli ANOVA (MANOVA)
Verwandt5465
ZusammenfassungMANCOVA (Multivariate Analysis of Covariance) is a parametric hypothesis test that simultaneously compares two or more groups on multiple continuous dependent variables while statistically controlling for one or more covariates. It extends MANOVA by incorporating covariate adjustment, a tradition consolidated in multivariate statistical methodology by the 1970s and authoritatively documented by Tabachnick and Fidell (2019).Discriminant analysis finds linear combinations of predictor variables that best separate two or more known groups. It is used both to understand which predictors distinguish the groups and to classify new observations into those groups with minimum error.Hotelling's T² test is a multivariate parametric hypothesis test that simultaneously compares the mean vectors of two independent groups across multiple continuous outcome variables. It was introduced by Harold Hotelling in 1931 as the direct multivariate generalization of Student's t-test, replacing the scalar mean difference with a vector difference scaled by the pooled variance-covariance matrix.MANOVA is a parametric hypothesis test that simultaneously compares group means across multiple continuous dependent variables, controlling the inflation of Type I error that would result from running separate ANOVAs. Key multivariate test statistics — Wilks' Lambda, Pillai's Trace, Hotelling-Lawley Trace, and Roy's Greatest Root — were developed between the 1930s and 1950s, with Wilks' Lambda formalised by Samuel Stanley Wilks in 1932.
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ScholarGateMethoden vergleichen: MANCOVA · Discriminant Analysis · Hotelling's T² Test · MANOVA. Abgerufen am 2026-06-19 von https://scholargate.app/de/compare