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| Phép kiểm T² của Hotelling× | Phân tích phương sai hiệp phương sai đa biến (MANCOVA)× | Phân tích Phương sai Đa biến (MANOVA)× | |
|---|---|---|---|
| Lĩnh vực | Thống kê | Thống kê | Thống kê |
| Họ | Hypothesis test | Hypothesis test | Hypothesis test |
| Năm ra đời≠ | 1931 | 1970 | 1932 |
| Người khởi xướng≠ | Harold Hotelling | Extension of MANOVA and ANCOVA traditions; consolidated in multivariate textbooks by the 1970s–1980s | Samuel Stanley Wilks (Wilks' Lambda, 1932); Roy, Hotelling, Pillai (mid-20th c.) |
| Loại≠ | Multivariate parametric mean comparison | Parametric multivariate mean comparison with covariate control | Parametric multivariate mean comparison |
| Công trình gốc≠ | Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378. link ↗ | Tabachnick, B. G. & Fidell, L. S. (2019). Using Multivariate Statistics (7th ed.). Pearson. ISBN: 978-0134790541 | Tabachnick, B.G. & Fidell, L.S. (2013). Using Multivariate Statistics (6th ed.). Pearson. ISBN: 978-0205849574 |
| Tên gọi khác≠ | Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squared | MANCOVA, multivariate ANCOVA, MANOVA with covariates, MANCOVA — Çok Değişkenli Kovaryans Analizi | Multivariate ANOVA, Çok Değişkenli ANOVA (MANOVA) |
| Liên quan≠ | 6 | 5 | 5 |
| Tóm tắt≠ | 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. | 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). | 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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