The effectiveness of SWDA as a post hoc procedure in a two-way MANOVA was examined using various numbers of dependent variables, sample sizes, effect sizes, correlation structures, and significance levels. The procedure did not work well in general except with small numbers of variables, larger samples and low correlations between variables.
Heiny, Erik L. and Mundform, Daniel J.
"The Effectiveness of Stepwise Discriminant Analysis as a Post Hoc Procedure to a Significant MANOVA,"
Journal of Modern Applied Statistical Methods:
1, Article 6.
Available at: http://digitalcommons.wayne.edu/jmasm/vol9/iss1/6