A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions

The purpose of this paper is to investigate the effect of nonnormality upon the nonnull distributions of some MANOVA test statistics under normality. It is shown that whatever the underlying distributions, the difference of the local powers up to order N - 1 ( N is the total number of observations) after either Bartlettʹs type adjustment or Cornish–Fisherʹs type adjustment under nonnormality coincides with that in Anderson [An Introduction to Multivariate Statistical Analysis, second ed., 1984 and third ed., 2003, Wiley, New York] under normality. The performance of higher-order results in finite samples is examined using simulation studies.