Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
R: st: Formula of F test for Wilk's lambda in MANOVA
From
<[email protected]>
To
<[email protected]>
Subject
R: st: Formula of F test for Wilk's lambda in MANOVA
Date
Thu, 12 Jan 2012 10:54:50 +0100
Dear Nick,
thanks a lot for pointing this out.
Actually, S.S. Wilks' final "s" slept in my keyboard.
Apologies for this.
Best wishes,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Nick Cox
Inviato: giovedì 12 gennaio 2012 10:37
A: [email protected]
Oggetto: Re: st: Formula of F test for Wilk's lambda in MANOVA
I'll let StataCorp comment on this if only because I have no copy of
Rencher. But a secondary detail is that this measure is attributed to S.S.
WIlks, so is Wilks' lambda. S.S. Wilks is not to be confused with M.B. Wilk;
there are vignettes on both people in the Stata manuals.
Nick
On Thu, Jan 12, 2012 at 9:25 AM, <[email protected]> wrote:
> 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?
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/