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R: st: Formula of F test for Wilk's lambda in MANOVA
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R: st: Formula of F test for Wilk's lambda in MANOVA
Date
Thu, 12 Jan 2012 17:06:36 +0100
Thanks Ken for you kind and prompt reply.
Best wishes,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di [email protected]
Inviato: giovedì 12 gennaio 2012 16:48
A: [email protected]
Oggetto: Re: st: Formula of F test for Wilk's lambda in MANOVA
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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