Bookmark and Share

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 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

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index