An Alternative Multivariate One- and Two-Sample Post Hoc Procedure

Abstract

Abstract This paper illustrates the use of a Scheffe-like multivariate post hoc procedure known as the Roy-Bose or simultaneous confidence interval procedure. This method is contrasted with the use of Bonferroni or planned linear combinations for the one- and two-sample cases. The Roy-Bose procedure also is compared to the more frequently employed univariate F tests for post hoc analysis.