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Thanks for your time. I want to compare accuracy of several predicting models. I am comparing their MAE. each model use same all or some predictors. Which approach is better MANOVA or repeated measure ANOVA? Why?

Peter Flom
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Fouad
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1 Answers1

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MANOVA and repeated measure ANOVA are used in very different situations. A MANOVA is a multivariate ANOVA and is used when one has multiple (often correlated) dependent variables wants to look for differences amongst treatment groups in all dependent variables. A repeated measure ANOVA is used when there is a single dependent variable but one has multiple measurements of it for each subject. The repeated measure ANOVA is used to separate within- and across-subject variability within a treatment group. It's hard to tell from the information supplied if a repeated measure ANOVA is what you want, but if you only have one dependent variable (in your case MAE) then you won't be able to use a MANOVA.

All that said, if you're doing model selection, you should probably penalize the models that use more parameters with an information theoretic approach like AIC or BIC.

Mimshot
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    Fouad is not completely wrong. Textbooks commonly recommend either repated measures ANOVA or MANOVA for designs with within-subjects factors, depending on e.g., the amount of sphericity deviation. However, I fully agree that it is very hard to understand why one should use either of those from what he/she describes. – Henrik Dec 05 '12 at 19:28
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    As I do not understand the question, as it stands at the moment, I can't tell which model is better. However, I do not completely agree with your first sentence. As @Henrik said, MANOVA was suggested as an alternative to RM ANOVA when the sphericity assumption is not met; it has its caveats as do Greenhouse and Geisser or Huynh-Feldt corrections. So, these two methods are not necessarily so different. For more information, I like to refer to [A Bluffer’s Guide to ... Sphericity](http://bit.ly/R8HWTi) (PDF) and [An introduction to sphericity](http://bit.ly/SyyRQw). – chl Dec 05 '12 at 21:40
  • I based the beginning of my answer off definitions of the MANOVA such as "The purpose of MANOVA is to test whether the **vectors of means** for the two or more groups are sampled from the same sampling distribution." [found here](http://ibgwww.colorado.edu/~carey/p7291dir/handouts/manova1.pdf) or "Multivariate analysis of variance (MANOVA) is simply an ANOVA with **several dependent variables**" [here](http://userwww.sfsu.edu/efc/classes/biol710/manova/MANOVAnewest.pdf). The bigger issue though, is that the OP probably does not want either. – Mimshot Dec 05 '12 at 22:11