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From |
khigbee@stata.com |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Formula of F test for Wilk's lambda in MANOVA |

Date |
Thu, 12 Jan 2012 09:47:30 -0600 |

Carlo <carlo.lazzaro@tiscalinet.it> 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 khigbee@stata.com 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/

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