Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Jaakko Nevalainen, Hannu Oja
Title: SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs
Abstract: 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.

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Paper: SAS/IML Macros for a Multivariate Analysis of Variance Based on Spatial Signs     Download PDF (Downloads: 9502)
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sgnmanova_1.sas: Macro performs a spatial sign MANOVA Download (Downloads: 1431; 10KB)
sgnmanova_c.sas: Macro performs a spatial sign MANOVA Download (Downloads: 1288; 17KB)
DOI: 10.18637/jss.v016.i05

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Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.