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共分散構造を持つ多変量分散分析(MANCOVA)×判別分析×多変量分散分析 (MANOVA)×
分野統計学統計学統計学
系統Hypothesis testLatent structureHypothesis test
提唱年197019361932
提唱者Extension of MANOVA and ANCOVA traditions; consolidated in multivariate textbooks by the 1970s–1980sRonald A. FisherSamuel Stanley Wilks (Wilks' Lambda, 1932); Roy, Hotelling, Pillai (mid-20th c.)
種類Parametric multivariate mean comparison with covariate controlSupervised classification and dimension reductionParametric multivariate mean comparison
原典Tabachnick, 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 ↗Tabachnick, B.G. & Fidell, L.S. (2013). Using Multivariate Statistics (6th ed.). Pearson. ISBN: 978-0205849574
別名MANCOVA, multivariate ANCOVA, MANOVA with covariates, MANCOVA — Çok Değişkenli Kovaryans AnaliziLDA, Fisher discriminant analysis, discriminant function analysis, canonical discriminant analysisMultivariate ANOVA, Çok Değişkenli ANOVA (MANOVA)
関連545
概要MANCOVA (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.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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ScholarGate手法を比較: MANCOVA · Discriminant Analysis · MANOVA. 2026-06-20に以下より取得 https://scholargate.app/ja/compare