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st: RE: Calculating Mahalanobis distance

From   "Lachenbruch, Peter" <>
To   "''" <>
Subject   st: RE: Calculating Mahalanobis distance
Date   Mon, 3 May 2010 11:38:10 -0700

Check out the hotelling command.  I think the T2 is what you want.


Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001

-----Original Message-----
From: [] On Behalf Of Schijven, Mario
Sent: Monday, May 03, 2010 7:59 AM
Subject: st: Calculating Mahalanobis distance

Hi all,

Does anyone know whether Stata has a pre-programmed command to compute Mahalanobis distance? So far, I've manually computed the Euclidean distance between two sets of firms in a dataset, but I need to compute the Mahalanobis distance. If Stata cannot do this, perhaps someone knows how to do it in Excel (i.e., how do I modify the formula for calculating Euclidean distance into one for Mahalanobis distance)?

All the very best and many thanks in advance,

Mario Schijven
Mays Business School
Texas A&M University

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