Application of Multiple Test Procedures to the Combination of Multivariate and Univariate Tests with Varying Variable Sets

The positive ascertainment of location differences in a multivariate comparison of two or more groups gives rise to the question for the contribution of the single variables or of subsets of variables to the multivariate difference. In this paper two methods are proposed to accomplish the original multivariate test by tests in variable subsets or in single variables using a closed test procedure and Holm's procedure, respectively. Both control the multiple level of the whole procedure.