ANOVA extensions for mixed discrete and continuous data

This paper is concerned withANOVA-like tests in the context of mixed discrete and continuous data. The likelihood ratio approach is used to obtain a location test in themixed data setting after specifying a general locationmodel for the joint distribution of themixed discrete and continuous variables. The approach allows the problem to be treated from a multivariate perspective to simultaneously test both the discrete and continuous parameters of the model, thus avoiding the problem of multiple significance testing. Moreover, associations among variables are accounted for, resulting in improved power performance of the test. Unlike existing distance-based alternatives which rely on asymptotic theory, the likelihood ratio test is exact. In addition, it can be viewed as an extension to the mixed data setting of the classical multivariate ANOVA. We compare its performance against those of currently available tests via Monte Carlo simulations. Two real-data examples are presented to illustrate the methodology. © 2007 Elsevier B.V. All rights reserved.