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| 頑健な多変量分散分析× | 頑健な一元配置分散分析× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Hypothesis test | Hypothesis test |
| 提唱年≠ | 1990s–2000s | 1951 (Welch); 1990s–2000s (trimmed-mean variants) |
| 提唱者≠ | Rand Wilcox; Lisa Lix and H. J. Keselman | B. L. Welch; R. R. Wilcox (trimmed-mean extension) |
| 種類≠ | Robust multivariate mean comparison | Robust parametric group comparison |
| 原典 | Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838 | Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838 |
| 別名 | robust multivariate ANOVA, trimmed-mean MANOVA, outlier-resistant MANOVA, robust MANOVA | trimmed-mean ANOVA, Welch one-way ANOVA, heteroscedastic one-way ANOVA, robust ANOVA |
| 関連≠ | 5 | 2 |
| 概要≠ | Robust MANOVA is a multivariate analysis of variance procedure designed to remain valid when classical assumptions — multivariate normality and homogeneity of covariance matrices — are violated. It replaces raw means and standard covariance matrices with resistant estimates such as trimmed means and Winsorized covariances, yielding reliable Type I error control and power in the presence of outliers and skewed distributions across multiple dependent variables simultaneously. | Robust one-way ANOVA compares the central tendency of three or more independent groups while resisting the distorting effects of outliers and heterogeneous variances. By replacing ordinary means with trimmed means and ordinary variances with Winsorized variances, it maintains accurate Type I error control and strong power when classical ANOVA assumptions are violated. |
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