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# st: -manova- question

 From Jack Buckley To statalist@hsphsun2.harvard.edu Subject st: -manova- question Date Fri, 25 Mar 2005 23:48:25 -0500

```Hello, all:

I have a quick question about how -manova- calculates the Roy's largest root statistic. I am not a big MANOVA user, but I need to teach it in a multivariate course, so I have been working through some problems by hand from Rencher's excellent text, _Methods of Multivariate Analysis_. I found in the Statalist archive that if I run -manovatest- after estimation, the eigenvalues of the matrix [E^-1]H are saved in r(eigvals). Rencher states that Roy's largest root, theta, is computed simply by:

theta = largest eigenvalue of [E^-1]H / (1+largest eigenvalue)

when I work through problems and check the answers numerically in Stata, I find that everything is as expected except that Stata appears to report theta = largest eigenvalue of [E^-1]H

Is this an alternative variant of Roy's statistic (i.e. is Rencher only describing one method in use) or is Stata computing a different quantity for some other reason, or (option three) am I just missing something obvious?

Thanks as always for the list's patience and time!

Jack

________________________
Jack Buckley, Ph.D.
Department of Educational Research,
Measurement, and Evaluation
Boston College
Lynch School of Education
336E Campion Hall
Chestnut Hill, MA 02467
(617) 552-8089
bucklesj@bc.edu
www2.bc.edu/~bucklesj
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