© 1964 by Biometrika Trust
The robustness of the covariance analysis of a one-way classification
University of Dacca East Pakistan
The effect of non-normality and the effect of treatment slope interaction in the analysis of covariance is studied. Unlike the analysis of variance F-test the analysis of covariance F-test is found to be appreciably affected by non-normality even in balanced classifications. The degree of sensitivity to non-normality is determined by the distribution of the concomitant variables. The violation of the assumption of no treatment-slope interaction does not seem to have serious effect on the F-test in large samples, but a much more serious effect appears to be that of a quadratic component of regression on the F-test.
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