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manova

Yes, this is right! I had this problem too, and I used the following
article:

\bibitem{4}Kropf, Siegfried (1988). \textsl{Application of Multiple Test
Procedures to the Combination of Multivariate and Univariate Tests with
Varying Variable Sets}, Biometric Journal 30, pp. 461-470

If there are more then 4 variables, you'll run into great computational
troubles, I have some very problem specific code here to solve this for up
to 8 variables, if you are interested, drop me a mail. 

Torsten
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