Otto Schwalb

Graduate student
Department of Statistics
Rice University

e-mail: schwalb@stat.rice.edu

B.A. Mathematics (1993) - Belmont Abbey College
M.S. Mathematical Sciences (1995) - Clemson University
M.A. Statistics (1998) - Rice University
Ph.D. Statistics (1999) - Rice University

For the case of 1-way MANOVA and 3 groups, we have developed equations which provide quantiles of the multivariate studentized range procedure which are off by no more than 0.0151 in the worst case, but generally are a great deal more accurate than that. The strength of these equations is that they are applicable to the case of unequal groups as well as the case of equal groups. Currently the equations can be used for the following situations:

quantiles: 0.8,0.825,0.85,...,0.925,0.95,0.975,0.99
dimensions: 1,2,3,4,5
group sizes: arbitrary group sizes between 4 and 100 (e.g. n1=8,n2=13, and n3=21).

The following JavaScript (© 1997 Otto Schwalb) provides quantiles for any of the situations listed above. Non-integer group sizes will work, but are meaningless. Entering characters anywhere will result in an error. Please enter group sizes in ascending order.

Code for the equations:

FORTRAN 77 (79K) mvsr.f. © 1997 Otto Schwalb
Splus (70K) qmvsr3. © 1997 Otto Schwalb

Publication related to these equations:

Otto Schwalb and James R. Thompson (1998). "Approximate Quantiles for the Multivariate Studentized Range in the Case of Three Unequal Groups", Proceedings of the Third U.S. Army Conference on Applied Statistics, pp. 111-122. (postscript file)

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