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Re: st: Formula of F test for Wilk's lambda in MANOVA
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Subject
Re: st: Formula of F test for Wilk's lambda in MANOVA
Date
Thu, 12 Jan 2012 09:47:30 -0600
Carlo <[email protected]> points out that on page 374
of the Version 12 [MV] (multivariate) manual entry for -manova-
it has ...
> 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).
This is a typo in the manual that we will fix. The -manova-
command is computing the correct formula (the one shown in
Rencher's book).
Ken Higbee [email protected]
StataCorp 1-800-STATAPC
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