SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs

• Main Authors: Jaakko Nevalainen, Hannu Oja
• Format: Article
• Language: English
• Published: Foundation for Open Access Statistics 2006-05-01
• Series: Journal of Statistical Software
• Subjects: affine invariance/equivariance; spatial sign; multivariate analysis of variance; multivariate sign test; multivariate median; SAS
• Online Access: http://www.jstatsoft.org/v16/i05/paper

Recently, new nonparametric multivariate extensions of the univariate sign methods have been proposed. Randles (2000) introduced an affine invariant multivariate sign test for the multivariate location problem. Later on, Hettmansperger and Randles (2002) considered an affine equivariant multivariate median corresponding to this test. The new methods have promising efficiency and robustness properties. In this paper, we review these developments and compare them with the classical multivariate analysis of variance model. A new SAS/IML tool for performing a spatial sign based multivariate analysis of variance is introduced.