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st: Formula of F test for Wilk's lambda in MANOVA
From
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To
<[email protected]>
Subject
st: Formula of F test for Wilk's lambda in MANOVA
Date
Thu, 12 Jan 2012 10:25:16 +0100
Dear Statalisers,
in the .pdf manual of Stata 12 (page 374), the following formula of F test
for Wilk's lambda is reported:
F=((1-Lambda^1/t)*df1)/((Lambda^1/t)*df2).
However, taking a look at the same test in Rencher AC. Methods of
Multivariate Analysis.2nd ed. Wiley, 2002: 163, the formula turns the
degrees of freedom upside down:
F=((1-Lambda^1/t)*df2)/((Lambda^1/t)*df1).
Where's the bug, if any?
Thanks a lot and Kindest Regards,
Carlo
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