welchADF

Implementation of Johansen's general formulation of Welch-James's statistic with Approximate Degrees of Freedom, which makes it suitable for testing any linear hypothesis concerning cell means in univariate and multivariate mixed model designs when the data pose non-normality and non-homogeneous variance. Some improvements, namely trimmed means and Winsorized variances, and bootstrapping for calculating an empirical critical value, have been added to the classical formulation. The code departs from a previous SAS implementation by L.M. Lix and H.J. Keselman, available at http://supp.apa.org/psycarticles/supplemental/met_13_2_110/SAS_Program.pdf and published in Keselman, H.J., Wilcox, R.R., and Lix, L.M. (2003) doi:10.1111/1469-8986.00060.

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