Thanks for your time. I want to compare accuracy of several predicting models. I am comparing their MAE. each model use same all or some predictors. Which approach is better MANOVA or repeated measure ANOVA? Why?
MANOVA and repeated measure ANOVA are used in very different situations. A MANOVA is a multivariate ANOVA and is used when one has multiple (often correlated) dependent variables wants to look for differences amongst treatment groups in all dependent variables. A repeated measure ANOVA is used when there is a single dependent variable but one has multiple measurements of it for each subject. The repeated measure ANOVA is used to separate within- and across-subject variability within a treatment group. It's hard to tell from the information supplied if a repeated measure ANOVA is what you want, but if you only have one dependent variable (in your case MAE) then you won't be able to use a MANOVA.
All that said, if you're doing model selection, you should probably penalize the models that use more parameters with an information theoretic approach like AIC or BIC.