Three procedures for analyzing within-subjects effects in multivariate repeated measures designs are compared when group covariances are heterogeneous: the multiple regression model (MRM) with a structured covariance, Johansen’s (1980) procedure, and the multivariate Brown and Forsythe (1974) procedure. A preliminary likelihood ratio test of a Kronecker product covariance structure is sensitive to sample size and derivational assumption violations. Error rates of the procedures are generally well-controlled except when the distribution is skewed. The MRM procedure displayed few power advantages over the other procedures.
Lix, Lisa M. and Lloyd, Anita M.
"A Comparison of Procedures for the Analysis of Multivariate Repeated Measurements,"
Journal of Modern Applied Statistical Methods: Vol. 6
, Article 5.
Available at: http://digitalcommons.wayne.edu/jmasm/vol6/iss2/5